Quant jobs / Susquehanna International Group (SIG)

Pricing Developer

A development role building the real-time option pricing components of the firm's Asia-Pacific trading platform. You work with traders and quants to turn pricing ideas into fast production software.

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.

Build and tune services that price options and compute Greeks in real time
Develop implied volatility models and the calibrators that keep them aligned with the market
Create risk, PnL and scenario tools for traders
Add numerical tests covering pricing and Greeks
Cut latency and raise throughput across pricing calculations

What they ask for

Required

3+ years of commercial C# and .NET development
C++ and Python alongside C#
Option pricing and Greeks, or strong maths and drive to learn
Interest in derivatives and volatility
Degree in computer science, maths, engineering, physics or similar
Distributed systems knowledge
Working with traders and quants

Preferred

Volatility surface modelling and calibration
Numerical optimisation
Monte Carlo, finite differences or automatic differentiation
Profiling low-latency applications
MongoDB

Education: Degree in computer science, maths, engineering, physics or a related quantitative or technical field
Experience: 3+ years of commercial software development
Languages and tools: C#
.NET
C++
Python
Kafka
Markets: options

How to prepare

Implement Black-Scholes and binomial pricing with Greeks and test them against finite-difference bumps
Fit a volatility surface parameterisation such as SVI to option quotes
Learn how risk and scenario revaluation works with shifted spot and vol
Build and test a numerical pricing library in a typed language

What to study

The Volatility Quant 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.