163 Phd Researcher jobs in the United States

• Conduct in-depth qualitative and quantitative market research to assess industry trends, customer preferences, and competitive landscapes.
• Utilize advanced data collection and analysis methods , including surveys, focus groups, interviews, and secondary research.
• Design custom research projects to solve complex business challenges and explore new market opportunities.
• Prepare detailed reports, whitepapers, and presentations summarizing research findings and strategic recommendations.
• Collaborate with sales, marketing, and leadership teams to align research insights with business objectives.
• Monitor economic, political, and technological factors influencing market dynamics.
• Apply advanced statistical techniques and software (SPSS, SAS, Python, R, etc.) for data analysis.
• Develop predictive models and forecasting tools to assess future market trends.
• Stay updated on industry developments and academic research that can enhance the company's competitive intelligence.

• PhD in Marketing, Business Analytics, Economics, Sociology, Data Science, or a related field.
• Strong experience in market research methodologies, competitive analysis, and industry trend analysis .
• Proficiency in data analysis tools such as SPSS, SAS, R, Python, or similar.
• Excellent report writing, presentation, and communication skills .
• Ability to translate complex research findings into actionable business insights.
• Experience with B2B and B2C markets (specific focus on staffing, IT services, or technology industry preferred).
• Strong understanding of survey design, sampling techniques, and statistical modeling .
• Prior experience working with consulting firms, IT service companies, or research agencies is a plus.

• Prior experience with economic forecasting, competitor benchmarking, and market entry strategies .
• Familiarity with tools like Tableau, Power BI, or similar visualization platforms .
• Experience in presenting insights to C-suite executives .

As a Quantitative Researcher at Susquehanna, you'll blend strong research capabilities with a deep understanding of trading to design, validate, backtest, and implement statistical and advanced machine learning models. Your work will span a range of initiatives, including large-scale data analysis, alpha signal research, and strategy performance enhancement. While there is some overlap with the Quantitative Systematic Trader role, Quantitative Researchers typically focus more on model development, robustness, and long-term reliability.

Modelling. Apply probability theory, statistical analysis, and machine learning techniques to build robust models and generate alphas

Propose improvements or optimize existing strategies

Evaluation. Backtest ideas using historical market data and large research clusters

Education. Participate in a comprehensive education program and receive personalized mentorship from senior professionals to accelerate your growth

Collaboration. Work in an open environment that allows you to collaborate with systematic traders and technologists to push strategies into production

What we're looking for

PhDs graduating by Summer 2026 or postdocs in quantitative fields such as Mathematics, Physics, Statistics, Electrical Engineering, Computer Science, Operations Research, or Economics

Analytical problem-solvers with excellent logical reasoning and a passion for turning data into decisions

Clear communicators in a fast-paced and highly collaborative environment

Programmers comfortable processing and analyzing large data sets in Python; experience with C++ (or another low-level language) is a plus

Strategic thinkers with demonstrated interests in strategic games and/or competitive activities

Self-motivated and quick to learn, thriving in dynamic, fast-moving environment

Opportunities as a Quantitative Researcher and as a Quantitative Systematic Trader will be available in our Philadelphia and New York offices.

The annual base pay for this role is $300,000. Susquehanna considers factors such as scope and responsibilities of the position, work experience, education/training, key skills, as well as market and organizational considerations when extending an offer.

Visa sponsorship is available for this position.

Susquehanna is expanding the Machine Learning group and seeking exceptional researchers to join our dynamic team. As a Machine Learning Researcher, you will apply advanced ML techniques to a wide range of forecasting challenges, including time series analysis, natural language understanding, and more. Your work will directly influence our trading strategies and decision-making processes.

This is a unique opportunity to work at the intersection of cutting-edge research and real-world impact, leveraging one of the highest-quality financial datasets in the industry.

What You’ll Do

     • Conduct research and develop ML models to enhance trading strategies, with a focus on deep learning and scalable deployment

     • Collaborate with researchers, developers, and traders to improve existing models and explore new algorithmic approaches

     • Design and run experiments using the latest ML tools and frameworks

     • Develop automation tools to streamline research and system development

     • Apply rigorous scientific methods to extract signals from complex datasets and shape our understanding of market behavior

     • Partner with engineering teams to implement and test models in production environments

We’re looking for research scientists with a proven track record of applying deep learning to solve complex, high-impact problems. The ideal candidate will have a strong grasp of diverse machine learning techniques and a passion for experimenting with model architectures, feature engineering, and hyperparameter tuning to produce resilient and high-performing models.

     • PhD in Computer Science, Machine Learning, Mathematics, Physics, Statistics, or a related field

     • Strong track record of applying ML in academic or industry settings, with 5+ years of experience building impactful deep learning systems

     • A strong publication record in top-tier conferences such as NeurIPS, ICML, or ICLR

     • Strong programming skills in Python and/or C++

     • Practical knowledge of ML libraries and frameworks, such as PyTorch or TensorFlow, especially in production environments

     • Hands-on experience applying deep learning on time series data

     • Strong foundation in mathematics, statistics, and algorithm design

     • Excellent problem-solving skills with a creative, research-driven mindset

     • Demonstrated ability to work collaboratively in team-oriented environments

     • A passion for solving complex problems and a drive to innovate in a fast-paced, competitive environment

Why Join Us?

     • Collaborate with a world-class team of researchers, engineers, and traders

     • Gain access to best-in-class financial data and high-performance computing resources

     • Directly impact real-time trading performance through your work

     • Thrive in a collaborative, intellectually rigorous environment with a global footprint

The annual base pay for this role is $300,000. Susquehanna considers factors such as scope and responsibilities of the position, work experience, education/training, key skills, as well as market and organizational considerations when extending an offer.

Visa sponsorship is available for this position.

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

Susquehanna is expanding the Machine Learning group and seeking exceptional researchers to join our dynamic team. As a Machine Learning Researcher, you will apply advanced ML techniques to a wide range of forecasting challenges, including time series analysis, natural language understanding, and more. Your work will directly influence our trading strategies and decision-making processes.

This is a unique opportunity to work at the intersection of cutting-edge research and real-world impact, leveraging one of the highest-quality financial datasets in the industry.

What You’ll Do

     • Conduct research and develop ML models to enhance trading strategies, with a focus on deep learning and scalable deployment

     • Collaborate with researchers, developers, and traders to improve existing models and explore new algorithmic approaches

     • Design and run experiments using the latest ML tools and frameworks

     • Develop automation tools to streamline research and system development

     • Apply rigorous scientific methods to extract signals from complex datasets and shape our understanding of market behavior

     • Partner with engineering teams to implement and test models in production environments

We’re looking for research scientists with a proven track record of applying deep learning to solve complex, high-impact problems. The ideal candidate will have a strong grasp of diverse machine learning techniques and a passion for experimenting with model architectures, feature engineering, and hyperparameter tuning to produce resilient and high-performing models.

     • PhD in Computer Science, Machine Learning, Mathematics, Physics, Statistics, or a related field

     • Strong track record of applying ML in academic or industry settings, with 5+ years of experience building impactful deep learning systems

     • A strong publication record in top-tier conferences such as NeurIPS, ICML, or ICLR

     • Strong programming skills in Python and/or C++

     • Practical knowledge of ML libraries and frameworks, such as PyTorch or TensorFlow, especially in production environments

     • Hands-on experience applying deep learning on time series data

     • Strong foundation in mathematics, statistics, and algorithm design

     • Excellent problem-solving skills with a creative, research-driven mindset

     • Demonstrated ability to work collaboratively in team-oriented environments

     • A passion for solving complex problems and a drive to innovate in a fast-paced, competitive environment

Why Join Us?

     • Collaborate with a world-class team of researchers, engineers, and traders

     • Gain access to best-in-class financial data and high-performance computing resources

     • Directly impact real-time trading performance through your work

     • Thrive in a collaborative, intellectually rigorous environment with a global footprint

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