Quantitative Systematic Trading Intern

• 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

• 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

experience with C++ (or another low-level language)