We are seeking a Trading Site Reliability Engineer (SRE) to support our sports trading desk. In this role, you will work at the intersection of software engineering, production operations, and trading systems, ensuring our systems run reliably, efficiently, and safely in live markets.
You will collaborate closely with developers, quantitative researchers, and infrastructure teams to build and maintain the tooling, automation, and observability required for a modern low latency trading environment. This is a hands on engineering role where you will contribute to production code, improve system resiliency, and help drive best practices for operability in a real time trading context.

Experience in trading systems, particularly sports trading, is highly desirable.

In this role you will:

• Design, build, and maintain tooling and automation to monitor the health, performance, and correctness of a real time trading environment.
• Write production grade software and scripts (Python, Bash, shell) to support system reliability, deployment workflows, and operational visibility.
• Work directly with traders, quants, and developers to understand trading system behavior, production risks, and operational requirements.
• Collaborate with infrastructure and platform teams on environment provisioning, CI/CD workflows, containerization, deployment pipelines, and system upgrades.
• Own production readiness for new system changes, ensuring safe rollout and high availability.
• Investigate and resolve production issues across distributed systems, networks, market data feeds, and exchange connectivity.
• Contribute to continuous improvement of incident response, monitoring, alerting, and post-mortem practices.

Required:

• Bachelor’s degree in Computer Science, Engineering, or related field.
• 5+ years of professional experience in software engineering, site reliability engineering, or a similar hands on technical role within a trading, market making, or financial markets environment
• Strong software engineering and scripting abilities, especially in Python and shell scripting.
• Experience working with real time, highly available trading systems (exchange connectivity, market data, order flow, or similar).
• Ability to troubleshoot across the stack: Linux systems, networks, distributed services, and application level logic.
• Excellent communication skills and comfort working closely with traders, quants, and developers.
• Ability to succeed in a fast paced, high pressure production trading environment.
• In office work required 5 days per week.
• Serve as a member of an on call schedule to handle production issues, drive incident resolution, and contribute to post incident improvements.

Nice to have:

• Experience with sports trading, sportsbooks, or event driven trading models.
• Exposure to cloud native tooling (Kubernetes, containers, observability stacks such as Prometheus/Grafana/ELK).
• Familiarity with prediction markets, financial instruments, market microstructure, or exchange protocols.
• Strong quantitative reasoning skills.

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.

If you're a recruiting agency and want to partner with us, please reach out to recruiting@sig.com. Any resume or referral submitted in the absence of a signed agreement will not be eligible for an agency fee.

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