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What does a Quantitative Trading Intern do?

A Quantitative Trading Intern supports the research, development, and implementation of trading strategies using mathematical models and statistical techniques. They analyze market data, backtest strategies, and write code to automate trading operations. Interns collaborate with traders, researchers, and engineers to optimize performance and refine algorithms. The role requires strong programming skills, proficiency in statistics, and a deep understanding of financial markets.

What are the key skills and qualifications needed to thrive in the Quantitative Trading Intern position, and why are they important?

To thrive as a Quantitative Trading Intern, you need a solid background in mathematics, statistics, and programming (often with experience in Python, R, or C++) typically supported by coursework in quantitative fields. Familiarity with financial market data, data analysis tools, and version control systems like Git is highly valued. Strong analytical thinking, problem-solving ability, and collaboration skills are crucial for tackling complex challenges in a team-based environment. These skills and qualities are essential for developing trading strategies, interpreting large datasets, and contributing effectively in the fast-paced world of quantitative finance.

What types of projects or tasks can I expect to work on as a Quantitative Trading Intern?

As a Quantitative Trading Intern, you will often work on projects involving data analysis, statistical modeling, and backtesting trading strategies using real historical market data. Daily tasks may include writing code to analyze financial data sets, assisting in the development of trading algorithms, and presenting your findings to senior team members. You might also help automate existing trading processes or conduct research to identify new market opportunities. Interns typically collaborate closely with quantitative analysts, traders, and software engineers, offering a valuable opportunity to learn from experienced professionals and gain hands-on exposure to the trading environment.
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Infographic showing various Quantitative Trading Intern job openings in the United States as of May 2026, with employment types broken down into 2% As Needed, 71% Full Time, 20% Part Time, 5% Temporary, and 2% Contract. Highlights an 81% Physical, 4% Hybrid, and 15% Remote job distribution.
Quantitative Systematic Trading Internship - PhD: Summer 2027

Quantitative Systematic Trading Internship - PhD: Summer 2027

Susquehanna International Group, LLP

Philadelphia, PA • On-site

Internship

Posted 7 days ago

Job description

Overview
As a Quantitative Systematic Trading Intern at Susquehanna, you will work on projects that model the work of our full-time employees. You will also go through a comprehensive education program and interact with mentors who are at the top of their field, allowing you to build foundational knowledge in quantitative finance. You will have the opportunity to build alphas on an actual trading strategy.
What you can expect
  • Modelling. Apply probability theory, statistical analysis, and machine learning techniques to predict market behavior and generate alphas
  • Execution. Create strategies to execute on modelling ideas under simulated competition
  • Evaluation. Backtest ideas using historical market data and revise strategies
  • Breadth. Explore all aspects of quant work and different areas of Susquehanna's business
  • Education. Participate in a comprehensive education program and receive personalized mentorship from experienced professionals to accelerate your growth
  • Collaboration. Work in an open environment that allows you to collaborate with multiple teams and get exposure to different groups and parts of the business

Susquehanna combines all of the above to provide the best quant internship program in the industry. Join us to see why so many previous quant interns decide to return for a full-time career.
What we're looking for
  • PhDs (in penultimate or final year) in quantitative fields such as Mathematics, Physics, Statistics, Electrical Engineering, Computer Science, Operations Research, or Economics
  • Analytical problem-solvers with excellent logical reasoning and a passion for turning data into decisions
  • Clear communicators in a fast-paced and highly collaborative environment
  • Programmers comfortable processing and analyzing large data sets in Python; experience with C++ (or another low-level language) is a plus
  • Strategic thinkers with demonstrated interests in strategic games and/or competitive activities
  • Self-motivated and quick to learn, thriving in dynamic, fast-moving environment

By applying to this role, you will be automatically considered for the Quantitative Research Internship program. There is no need to apply to both positions to be considered for both.
About Susquehanna
Susquehanna is a global quantitative trading firm powered by scientific rigor, curiosity, and innovation. Our culture is intellectually driven and highly collaborative, bringing together researchers, engineers, and traders to design and deploy impactful strategies in our systematic trading environment. To meet the unique challenges of global markets, Susquehanna applies machine learning and advanced quantitative research to vast datasets in order to uncover actionable insights and build effective strategies. By uniting deep market expertise with cutting-edge technology, we excel in solving complex problems and pushing boundaries together.
If you're a recruiting agency and want to partner with us, please reach out to recruiting@sig.com. Any resume or referral submitted in the absence of a signed agreement will not be eligible for an agency fee.
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