Quantitative Strategy Developer – New Grad
A graduate role across the trading teams that blends quantitative analysis with software, from signal work to low-latency C++. A training programme comes first, then a team placement.
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.
- Work through the firm's training on what strategy developers do
- Build and detect trading signals on a desk
- Analyse how strategies perform in live trading
- Write low-latency C++ for strategy components
What they ask for
Required
- Python and a compiled language
- Pandas, Polars or NumPy
- Quantitative and logical reasoning
- Computer science, engineering or maths degree
- Education
- Bachelor's or master's in computer science, computer engineering, mathematics or a related STEM subject
- Experience
- New graduates starting full-time by August 2027
- Languages and tools
How to prepare
- Research a simple signal end to end with a realistic backtest
- Write fast C++ for a rolling-statistics calculation
- Practise probability and statistics problems
- Read about market microstructure and trading costs
What to study
- Python for Quantitative Finance
- Modern C++ for Quantitative Finance
- Quantitative Research, Data and Backtesting
- Market Microstructure and Execution
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.