Quant jobs / Susquehanna International Group (SIG)

C++ Quantitative Developer – Trading Strategies

A performance-focused C++ developer role in the strategy development team, working with quants and traders on strategies and research infrastructure. It draws on tens of petabytes of tick data.

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 strategy and research infrastructure to speed up alpha generation
Explore tick data and strategy decisions to find new signals
Turn strategy ideas into production code
Optimise performance-critical components

What they ask for

Required

3+ 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: 3+ years of C++ for performance-sensitive code
Languages and tools: C++
C#
Python

How to prepare

Write and profile a C++ backtest engine that processes tick data quickly
Learn cache-friendly data layouts and multi-threading
Study distributed data processing for large time series
Learn how alpha research code differs from production code

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.