Quant jobs / Susquehanna International Group (SIG)

Quantitative Developer – C++, Options Pricing

A developer role on the options trading desk, implementing and optimising the firm's options pricing models and systems in C++. You turn researchers' mathematical models into fast, production-grade 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.

Translate quant researchers' pricing logic into C++
Optimise pricing applications handling large amounts of data
Tie pricing into the existing trading and data infrastructure
Keep data flowing between systems in a low-latency environment
Tune model parameters with numerical optimisation methods

What they ask for

Required

5+ years of C++ development
Numerical optimisation for model calibration
Ability to implement complex mathematical models
Communication with researchers
Bachelor's degree in computer science, maths or STEM

Preferred

Financial instruments and pricing concepts
Options trading experience
Python, notebooks and data analysis

Education: Bachelor's degree or above in computer science, maths or a related STEM field
Experience: 5+ years of C++ software development
Languages and tools: C++
Python
Markets: options

How to prepare

Implement a pricing model in modern C++ and calibrate it with a numerical optimiser
Learn option pricing, Greeks and implied volatility basics
Profile and speed up a numerically heavy C++ program
Practise reading a research note and turning its maths into tested code

What to study

The Derivatives Pricing 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.