Trading System Engineering Internship Summer 2027
A ten-week internship building low-latency C++ trading systems for strategy development teams. It pairs market education with projects next to senior developers.
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.
- Learn how markets and the firm's trading approach work through a taught deep dive
- Build a feature or tool for a low-latency C++ trading system
- Profile and speed up performance-critical code
- Review designs with senior developers
What they ask for
Required
- Strong C++, C, Rust, C# or Java
- Some Python
- Logical reasoning
- Enrolled in a bachelor's or master's in CS, computer engineering, maths or similar
- Graduating by 2028
- Education
- Bachelor's or master's student in computer science, computer engineering, maths or a closely related STEM subject
- Experience
- Current students planning to start full time by August 2028
- Languages and tools
How to prepare
- Write a small limit order book in modern C++ and measure its latency
- Learn cache behaviour, memory layout and lock-free queues
- Study how exchanges and order matching work
- Practise algorithm and data-structure problems under time pressure
What to study
- Modern C++ for Quantitative Finance
- Trading Systems and Low-Latency Infrastructure
- Market Microstructure and Execution
- Financial Instruments, Markets and Conventions
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.