Quant jobs / Susquehanna International Group (SIG)

Quantitative Systematic Trader – PhD: 2027

A hybrid role between trader and researcher on fully automated strategies, with more time near live markets than a pure researcher. The same application also covers the Quantitative Researcher role.

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.

Monitor live strategy performance and tune strategies
Turn quantitative signals into profit through better execution and portfolio choices
Research signals on the firm's proprietary data and GPU cluster
Study market microstructure to improve trading outcomes

What they ask for

Required

PhD or postdoc in a quantitative field
Probability, statistics and optimisation
Python research code on large datasets
Problem-solving and communication
Strong interest in trading and microstructure

Preferred

C++, scientific computing or HPC

Education: PhD (graduating by summer 2027) or postdoc in a highly quantitative discipline
Experience: New graduates finishing by summer 2027, or postdocs
Languages and tools: Python
C++

How to prepare

Research a signal and study its capacity and execution costs
Learn market microstructure: queues, spreads and impact
Practise optimisation and numerical methods
Build a live-style monitoring dashboard for a toy strategy

What to study

The Quantitative Researcher 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.