Who We Are
Who We Are
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.
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.
Talk Schedule - Booth 903
Talk Schedule - Booth 903
Interested in hearing more? Request a call with a recruiter
Interested in hearing more? Request a call with a recruiter
Tuesday, December 2
12:45 p.m.
Jake Katznelson Systems Engineer
From Gaming to Trading: How Multiplayer Games Share Technical Concepts with High Frequency Trading4:45 p.m.
Chris Hammond Quantitative Researcher
What's Special About Financial Data? Cross Sectional AnalysisWednesday, December 3
10:00 a.m.
Ali Nazari Head of Deep Learning
Financial Markets: The Ultimate Testbed for Intelligence Spot Talk, Exhibit Hall A,B12:45 p.m.
Chris Hammond Quantitative Researcher
Correlation, Noise, and the True Size of Financial Data4:45 p.m.
Tony Yang Machine Learning Researcher
From Academia and Tech to Quant Finance: Navigating the TransitionThursday, December 4
12:45 p.m.
David Flanagan NLP Researcher
Learning + Backtesting with Alternative Data4:45 p.m.
Rob Rhoades Quantitative Researcher
What's Special About Financial Data? Options Market MicrostructureInterested in hearing more?
Request a call with a recruiter
Interested in hearing more? Request a call with a recruiter
Tuesday, December 2
12:45 p.m.
Jake Katznelson Systems Engineer
From Gaming to Trading: How Multiplayer Games Share Technical Concepts with High Frequency Trading4:45 p.m.
Chris Hammond Quantitative Researcher
What's Special About Financial Data? Cross Sectional AnalysisWednesday, December 3
10:00 a.m.
Ali Nazari Head of Deep Learning
Financial Markets: The Ultimate Testbed for Intelligence Spot Talk, Exhibit Hall A,B12:45 p.m.
Chris Hammond Quantitative Researcher
Correlation, Noise, and the True Size of Financial Data4:45 p.m.
Tony Yang Machine Learning Researcher
From Academia and Tech to Quant Finance: Navigating the TransitionThursday, December 4
12:45 p.m.
David Flanagan NLP Researcher
Learning + Backtesting with Alternative Data4:45 p.m.
Rob Rhoades Quantitative Researcher
What's Special About Financial Data? Options Market MicrostructureWho You'll Meet
The Signal + The Noise
The Quest For Intelligence
The Power of Perspective
Beyond the Manual
The Model + The Moment
The Freedom to Explore