Quantitative Systematic Trading Internship – PhD

As a Quantitative Systematic Trading Intern, you will apply probability, statistics, and mathematical creativity to several impactful trading projects over a 10-week program. Your work will model the responsibilities of full-time employees, focusing on developing and refining systematic trading strategies. You will collaborate with researchers and traders to analyze market data, design quantitative models, and backtest trading algorithms. Key responsibilities include: Conducting statistical analysis of financial data to identify patterns and trading opportunities.

Candidates must be currently enrolled in a PhD program in a quantitative field such as mathematics, statistics, physics, computer science, engineering, or a related discipline. Strong programming skills in languages such as Python, C++, or R are required.

Susquehanna Pacific is a quantitative trading firm specializing in systematic trading and financial markets, leveraging advanced mathematics and technology.