Quantitative Systematic Trading Internship - PhD: Summer 2027

About the role

Join Susquehanna as a Quantitative Systematic Trading Intern for Summer 2027. Apply probability, statistics, machine learning, and programming to develop trading strategies, generate alphas, backtest ideas, and analyze market data. The internship includes comprehensive education, mentorship, collaboration across teams, and potential full-time placement in Hong Kong after graduation.

Responsibilities

• Apply probability, statistical analysis, and machine learning to predict market behavior and generate alphas.
• Develop strategies to execute modelling ideas under simulated competition.
• Backtest trading ideas using historical market data and revise strategies.
• Explore quantitative work across different areas of Susquehanna’s business.
• Collaborate with multiple teams and gain exposure to different business groups.

Training and Development

• Participate in a comprehensive quantitative finance education program.
• Receive personalized mentorship from experienced professionals and industry specialists.
• Build foundational knowledge in quantitative finance through practical trading projects.
• Work on projects modelling the responsibilities of full-time employees.

Program Details

• The internship is U.S.-based, with full-time placement in the Hong Kong office upon graduation.
• Applicants are automatically considered for the Quantitative Research Internship program.
• Visa sponsorship is available for this position.