Scientific Programmer

Overview Susquehanna International Group (SIG) is a 30 year-old privately held trading firm located just outside of Philadelphia, PA. Building virtually all of our own trading technology from scratch, we are leaders and innovators in high performance trading.   SIG is seeking a Scientific Programmer to work with petabytes of historical market data on a cluster with thousands of cores. In this role, you will be working on a team responsible for managing the data pipeline in generating rich data sets used by Equity and Futures strategies. This person will be building tools that analyze all data and signal feeds. This is a highly visible team that works withtraders and quantitative research strategists to provide key information used in trading.   In this role, you will Work with historical tick-by-tick data for US Equities, Futures, and Options markets to build in-house high performance analytics and simulation platforms Write performant code to optimize components across the data generation and data access pipeline Generate reference/derived data used by trading strategies Provide tools for data processing pipeline including dependency based scheduling and monitoring What we're looking for MS or PHD in the Applied Sciences or related discipline or its foreign equivalent plus experience in numerical analysis and programming Fluency in C++ and Python is preferred  Experience with NumPy and SciPi scientific computing packages Enthusiasm for working with data, especially large sets of data. Strong aesthetics for cleanliness and correctness in data Visa sponsorship is available for this position 2018-3593
Salary Range: NA
Minimum Qualification
Not Specified years

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