Quant jobs / Susquehanna International Group (SIG)

Quantitative Strategy Developer Internship: Summer 2027

A 10-week summer internship in the quantitative strategy development teams, which mix data analysis with fast C++ strategy code. Education sessions on markets and the firm's trading come alongside real projects.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Create and test trading signals from market data
Analyse strategy performance with Python data tools
Work on low-latency C++ strategy code next to senior developers
Attend classes on markets and the firm's approach to trading

What they ask for

Required

Penultimate-year bachelor's or master's in a quantitative or STEM subject
Python plus a compiled language
Pandas, Polars or NumPy
Strong quantitative and logical reasoning
Clear communication

Education: Bachelor's or master's student in a quantitative or STEM subject, such as CS, maths or data science
Experience: Students in their penultimate year, graduating by August 2028
Languages and tools: Python
C++
Pandas
Polars
NumPy

How to prepare

Build a signal research notebook with Pandas or Polars and a clean backtest
Write a small C++ program that processes tick data quickly
Practise probability and mental-maths problems
Learn basic market structure and order types

What to study

The HFT Quant Developer roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Susquehanna International Group (SIG)’s site before applying: requirements, location and pay can change after we check them.

View the posting on Susquehanna International Group (SIG)’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Susquehanna International Group (SIG) and doesn’t handle applications.