Quant jobs / Susquehanna International Group (SIG)

Quantitative Systematic Trading Internship – PhD

A ten-week internship for PhD students in the quantitative systematic trading team. Interns work on projects that mirror full-time roles alongside a structured education programme.

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.

Join a ten-week programme with mentors and training in option theory and modelling
Work on projects modelled on full-time quant work
Apply probability, statistics and programming to trading problems
Work with researchers, traders and technologists on ideas for strategies

What they ask for

Required

Analytical problem solving
Logical reasoning
Python for large datasets
Probability and statistics
Communication
PhD student in a quantitative field

Preferred

C++ or other low-level languages
Interest in strategic games

Education: PhD student in the penultimate year in a quantitative field such as maths, physics, statistics, engineering, CS, operations research or economics
Experience: Current PhD students; no finance experience required
Languages and tools: Python
C++
Markets: options

How to prepare

Learn option basics: payoffs, Black-Scholes and the Greeks
Do a small data project in Python on market data
Play and analyse strategy games or poker to practise expected value
Practise probability and mental maths

What to study

The Quantitative Researcher 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.