Trading System Engineer – New Grad
A graduate engineering role on Susquehanna's trading teams, spanning trading systems, low-latency C++ and fast libraries for research. You start with a training programme, then join a desk.
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.
- Complete the firm's training programme on how engineers support trading
- Write low-latency C++ for strategy code on a trading team
- Help build high-performance libraries for research and data processing
- Learn production practices from senior developers on the desk
What they ask for
Required
- Strong C++, C or Rust
- Some Python
- Computer science, engineering or maths degree
- Sharp logical reasoning
- 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
- Write a lock-free queue and a small order book in modern C++
- Learn cache behaviour and memory layout, then benchmark
- Practise algorithm and logic puzzles
- Study how an exchange matches orders
What to study
- Modern C++ for Quantitative Finance
- Trading Systems and Low-Latency Infrastructure
- Market Microstructure and Execution
- Python and Data Primer
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.