Quantitative Systematic Trading Internship – Master's: Summer 2027
A summer internship that mirrors the work of full-time staff, run in the US with Hong Kong placement after graduation. You build alphas on a real trading strategy.
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.
- Model market behaviour with probability, statistics and machine learning
- Backtest ideas on historical data and revise them
- Implement strategies in a simulated competition
- Rotate through different parts of the business
What they ask for
Required
- Master's in a quantitative field
- Excellent logical reasoning
- Python on large datasets
- Clear communication
- Interest in strategic games
Preferred
- C++ or another low-level language
- Education
- Master's student (penultimate or final year) in maths, physics, statistics, EE, CS, OR or economics
- Experience
- Students in a penultimate or final year
- Languages and tools
How to prepare
- Build a signal study with strict out-of-sample tests
- Practise probability and statistics problems
- Write efficient Python for large datasets
- Play strategy games to sharpen decision skills
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.