Quant jobs / Susquehanna International Group (SIG)

C++ Algo Developer – Options Trading

A performance-focused C++ developer role in the strategy development team for options trading. The developer iterates with quants and traders on strategies and research infrastructure.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Improve research and strategy infrastructure for faster alpha generation
Use large tick datasets to understand the market and find signals
Move strategy changes into production quickly
Optimise performance-sensitive code

What they ask for

Required

5+ years of performance-sensitive C++
C++ expertise
Distributed systems and microservices
Numerical programming or HPC
Bachelor's in CS, maths or similar

Preferred

C# or Python
Team leadership or architecture decisions
MS or PhD

Education: At least a bachelor's in CS, maths or a similar subject; master's or PhD ideal
Experience: 5+ years of C++ for performance-sensitive code
Languages and tools: C++
C#
Python
Markets: options

How to prepare

Build a C++ options pricer that handles a full chain quickly
Profile and optimise numerical code for cache and vectorisation
Learn options basics: Greeks, implied volatility and market making
Study distributed data processing for tick data

What to study

The HFT Quant Developer roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Susquehanna International Group (SIG)’s site before applying: requirements, location and pay can change after we check them.

View the posting on Susquehanna International Group (SIG)’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Susquehanna International Group (SIG) and doesn’t handle applications.