Quantitative Systematic Trader – Graduate: 2027
A graduate programme for master's, PhD and postdoc researchers joining a hybrid role across trading, technology and research. You find signals and develop strategies with all three groups.
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.
- Attend classes on options pricing, machine learning and data analysis
- Research trading signals on the firm's proprietary data
- Build and test strategy ideas in simulations
- Work with researchers, traders and technologists on implementation
What they ask for
Required
- Research in a quantitative discipline
- Master's, PhD or postdoc
- Code for large datasets
- Building mathematical models
- Availability to start in June 2027
- Education
- Soon-to-be master's or PhD graduate, or postdoc, in a quantitative discipline
- Experience
- Recent or upcoming research graduates
How to prepare
- Run an end-to-end signal study on public data with proper out-of-sample tests
- Practise statistics and model-selection problems
- Write efficient Python on large datasets
- Learn options basics and game theory
What to study
- Quantitative Research, Data and Backtesting
- Probability, Statistics and Financial Data
- Financial Machine Learning
- Python for Quantitative Finance
The Quantitative Researcher 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.