other
Quantitative Developer | C++ |Options Pricing | Experienced Hire
Susquehanna International Group, LLP
- Employer
- Susquehanna International Group, LLP
- Location
- United States
- Working pattern
- on-site
About the role
You will work with quantitative researchers to implement and optimize complex options pricing models in C++. The role involves developing high-performance trading applications and ensuring seamless data flow within a low-latency environment. Candidates must have at least 5 years of C++ software development experience and a strong background in numerical optimization. A Bachelor's degree in a STEM field is required, along with the ability to translate complex mathematical models into efficient software.