Quantitative Systematic Trading Internship – PhD
On-siteSydney, New South Wales, Australia
Job Summary
Apply probability, statistics, and mathematical creativity to several impactful trading projects over a 10-week program. Collaborate with researchers, traders, and technologists to transform quantitative modeling into trading opportunities and strategies. Engage in a comprehensive education program with mentorship on option theory and modeling while processing and analyzing large datasets using Python. This 10-week internship is designed for penultimate-year PhD students in quantitative fields, offering direct exposure to Susquehanna's systematic trading environment where machine learning and advanced research uncover actionable market insights.
Required Qualifications
- Students in the penultimate year of their PhD program
- PhD in a quantitative field such as Mathematics, Physics, Statistics, Electrical Engineering, Computer Science, Operations Research, or Economics
- Solid, analytical problem-solving skills
- Excellent logical reasoning
- Exceptional communication skills, both in the ability to understand others and to make yourself clearly understood
- Experience writing code to process and analyze large sets of data, especially in Python
Desired Qualifications
- Experience in C++ or other low level programming languages
- Demonstrated interest in strategic games and/or competitive activities
- Ability to thrive in a fast-paced environment
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