Overview

Susquehanna technologists are at the heart of where cutting-edge technology meets the fast-paced world of trading. Our growing teams build some of the most powerful trading systems in the financial industry and solve complex problems in a constantly changing environment. From large scale computations, real-time systems, high performance computing to petabytes of data. By integrating sophisticated coding techniques with innovative engineering ideas, we design and optimise systems that can process massive amounts of data while still ensuring high performance and stability. Collaborating with traders and quantitative researchers, our systems engineers, network architects, technical analysts and software developers create competitive edge through best-in-class technical solutions.

The Quant Data Team (QDT) is the data backbone for Susquehanna's APAC trading. We own market data end-to-end - utilizing raw market data and transforming it into clean, well-modelled datasets, and serving it to the quants and trading desks who depend on it. We work across the full sweep of APAC markets, partnering with quantitative researchers, trading desks, production-pipeline teams and infrastructure to turn raw exchange feeds into the datasets that drive trading strategies.

This role can be based in either our Sydney or Hong Kong office.

What you'll do

As a Quant/Python Developer in QDT, you will work closely with quantitative researchers, strategy developers and traders to:

Build and maintain derived datasets and data products - designing, generating, and regenerating the datasets quants load directly for research and strategy work.
Source, capture and curate market data - handling a wide variety of exchange data formats (multicast/UDP feeds) and the firm's data archive.
Develop, maintain and deploy analytical tools and data pipelines that feed research and production - including scheduled pipelines and large-scale backtest compute on distributed clusters.
Own data quality and incident response - investigating missing, late or anomalous data, tracing root causes upstream and keeping the data accurate and timely.
Performance-tune storage and processing - improving data layout, load times and throughput to handle large and varied datasets efficiently.

This is a hands-on role where you'll thrive on the technical challenges and see your work used every day by experienced traders and researchers across a diverse range of instruments and markets.

What we're looking for

Strong Python, especially the data stack (NumPy, Pandas, and columnar/array libraries such as Polars).
Experience with numeric/large-scale data storage formats (e.g. HDF5, Parquet) and processing large, varied datasets.
Comfortable working in a Linux environment.
Solid grounding in computer networking.
Ability to understand financial data, models and mathematical algorithms.
Strong interpersonal and communication skills - you'll work daily with traders, quantitative analysts, production-pipeline and infrastructure teams, and other developers, often coordinating across regions.
Experience or interest in capital markets, market data, probability, or applying engineering solutions to these areas is a plus.

What's in it for you :

Real Impact: As an essential member of the team, your role involves supporting, innovating, and optimizing systems processing massive amounts of data, all while ensuring high performance and stability. You'll see how your contributions towards supporting leading-edge hardware and software technologies make a firm-wide impact that makes us all smarter, faster, and better.

Collaboration: You will partner closely with our Trading, Quantitative Researchers, Infrastructure and Strategy Developer Teams to develop and manage scalable and highly performant systems to support trading in the region.

Growth: We're looking for people who are naturally curious, relentless problem solvers, and have the desire to continuously innovate, learn, and grow.

Benefits: Susquehanna offers a wide array of competitive employee perks & benefits. link

About Susquehanna:

Susquehanna is a global quantitative trading firm powered by scientific rigor, curiosity, and innovation. Our culture is intellectually driven and highly collaborative, bringing together researchers, engineers, and traders to design and deploy impactful strategies in our systematic trading environment. To meet the unique challenges of global markets, Susquehanna applies machine learning and advanced quantitative research to vast datasets in order to uncover actionable insights and build effective strategies. By uniting deep market expertise with cutting-edge technology, we excel in solving complex problems and pushing boundaries together.

What we do:
We are experts in trading essentially all listed financial products and asset classes, with a focus on derivatives trading. Through market making and market taking, we handle millions of trading transactions around the world every day, providing liquidity and ensuring competitive prices for buyers and sellers. While our presence in the market is broad, our trading desks are highly specialized, allowing for a deep understanding of unique drivers of each asset class.

Equal Opportunity Statement

We encourage applications from candidates from all backgrounds, and we welcome requests for reasonable adjustments during the recruitment process to ensure that you can best demonstrate your abilities.

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