Quantitative Systematic Trading Internship: Summer 2027

Quantitative Systematic Trading Internship (Summer 2027)

Quantitative systematic traders represent a hybrid of trading, technology, and quantitative research. Using their technical proficiency, research experience, and understanding of trading, quantitative systematic traders identify trading signals, develop strategies, and collaborate extensively with members of the trading, quantitative research, and technology teams.

Our quantitative systematic trading summer internship runs for 10 weeks. Managed by a team of dedicated senior traders and quantitative researchers, the internship includes an education programme widely recognised as being among the best in the industry. You do not need a finance background—training is provided.

A core strength of the internship is combining education with hands-on project work and trading simulations. Interns are immersed in a real-world algorithmic trading problem, learning about proprietary dataspaces, novel modelling approaches, and strategy implementation. Interns also develop a deep understanding of trading decision-making through participation in various trading simulations.

What We’re Looking For

• Research-minded: Enjoy diving deep into questions and building mathematical models to reveal patterns in vast amounts of data.
• Technically proficient: Have experience writing code to process and analyse large datasets.
• Clear communicator: Enjoy building relationships with those you work closely with, and are comfortable sharing ideas, expressing your thoughts, and listening to the views of others.
• Ambitious: Set personal goals and give your all to achieve them—across Arts, Sports, Academics, or other passions.

Class of 2027 or 2028

You are a PhD or research master’s student in the penultimate year of study, majoring in a quantitative discipline. Successful interns will be invited to join the full-time graduate programme in either September 2027, January 2028, or September 2028.

What’s in It for You

• Education: Classes covering topics including Options Pricing, Machine Learning, Data Analysis Techniques, Game Theory, Trader Talks, and in-house trading games.
• Collaboration: Opportunity to work with a wide range of people in the classroom and on project work, with shared interests in mathematics, problem-solving, game theory, and technology.
• Culture: A non-hierarchical, casual, and collaborative environment designed to help employees of every level thrive.
• Perks: A highly competitive compensation package for interns. Based in a brand new office in London’s city centre, with free onsite catering, a games room, and a dedicated education space.

About Susquehanna

Susquehanna is a global quantitative trading firm powered by scientific rigor, curiosity, and innovation. The culture is intellectually driven and highly collaborative, bringing together researchers, engineers, and traders to design and deploy impactful strategies in a systematic trading environment. To meet the unique challenges of global markets, Susquehanna applies machine learning and advanced quantitative research to vast datasets to uncover actionable insights and build effective strategies—uniting deep market expertise with cutting-edge technology to solve complex problems and push boundaries together.

Additional Information

• Quantitative systematic trading positions are hired on a rolling basis; candidates are encouraged to apply early.
• Susquehanna is an equal opportunity employer and is committed to diversity and inclusion throughout the recruitment process. If you need assistance or a reasonable accommodation due to a disability during the application or recruitment process, contact the recruitment team.