Trading System Engineering Internship (C++): Summer 2027
A 10-week summer internship at the US headquarters for students at Hong Kong or Singapore universities, with a long-term place in Hong Kong in mind. The work is low-latency C++ trading system development.
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.
- Build parts of a low-latency C++ trading system
- Learn how markets and the firm's trading work
- Work next to senior developers on strategy infrastructure
- Complete projects for strategy development teams
What they ask for
Required
- Studying at a Hong Kong or Singapore university
- Graduating in 2028
- Bachelor's or master's in CS, engineering, maths or similar
- C++, C, Rust, C# or Java
- Some Python
- Strong logical reasoning
- Education
- Enrolled in a bachelor's or master's in computer science, computer engineering, mathematics or similar STEM
- Experience
- Students at Hong Kong or Singapore universities graduating by August 2028
- Languages and tools
How to prepare
- Write a lock-free queue and a simple matching engine in C++
- Learn memory layout and cache effects, then benchmark
- Practise logic and algorithm problems
- Read how exchange feeds and orders work
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.