First Year Discovery Event: August 2026 at Susquehanna International Group, LLP (SIG)

Sydney, New South Wales, Australia -

Full Time

Start Date

Immediate

Expiry Date

16 May, 26

Salary

0.0

Posted On

15 Feb, 26

Experience

0 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Quantitative Trading, Math, Technology, Strategy, Problem-Solving, Data-Driven, Machine Learning, Quantitative Research

Industry

Financial Services

Description

Overview Curious about how the financial markets work and how math, technology, and strategy come together in the real world? Join Susquehanna for our Virtual First Year Discovery Day, designed specifically for first-year university students interested in exploring career paths in quantitative trading. During this event, you’ll gain insight into how our trading, technology, research, and business teams collaborate in a fast-paced, data-driven trading environment. No prior finance experience is required, just curiosity, creativity, and an interest in problem-solving. This program is a great way to engage with the trading community and learn how you can stay in touch for future opportunities with Susquehanna. The event will be held mid-year. We will be in touch regarding next steps for attendance in July. What we're looking for This opportunity is open to students who are planning to graduate in the winter of 2028 or the spring of 2029. We are looking for first year students with a background and interest in any of the following fields/majors: Math/Applied Math Computer Science/Engineering Finance MIS Information Technology Economics Please submit your resume in order to be considered for the program. 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.

Responsibilities

This event offers first-year university students insight into how trading, technology, research, and business teams collaborate within a fast-paced, data-driven trading environment. Participants will explore career paths in quantitative trading and learn about the firm's systematic trading approach.