Quantitative Strategy Developer Internship: Summer 2027
A 10-week summer internship at the US headquarters for students at Hong Kong or Singapore universities, aimed at a long-term post in Hong Kong. It covers signal work, strategy analysis and low-latency C++.
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 detect trading signals
- Analyse strategy results
- Work on low-latency C++ strategy code
- Attend classes on markets and trading
What they ask for
Required
- Studying at a Hong Kong or Singapore university
- Graduating in 2028
- Bachelor's or master's in CS, engineering, maths or similar
- Strong C#, C++ or Python
Preferred
- Numerical programming or HPC
- Performance-sensitive code
- Education
- Enrolled in a bachelor's or master's in computer science, computer engineering, mathematics or similar STEM
- Experience
- Students at Hong Kong or Singapore universities graduating in 2028
- Languages and tools
How to prepare
- Build a small signal-research project in Python with backtesting
- Write a performance-sensitive C++ or C# component and profile it
- Practise numerical programming problems
- Learn basic market structure
What to study
- Python for Quantitative Finance
- Modern C++ for Quantitative Finance
- Quantitative Research, Data and Backtesting
- Probability, Statistics and Financial Data
The HFT Quant Developer roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
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.