Susquehanna International Group

In summer of 2022, I worked at Susquehanna International Group (SIG) as a trading intern. My time was split across class, where I learned subject knowledge useful for trading, and desk, where I worked on a NLP model for predicting trading volume.

Class provided a ton of useful background knowledge about markets, finanical products, and the mathematics that powers good decisions in quantitative trading. Some topics/activities include:

• Financial institutions, market structure
• Financial products: equities, options, ETFs, bonds
• Options pricing, the Greeks, combinations of options
• Game theory, poker strategy, mock trading
• Quantitative research, data science lifecycle

I can’t go into detail about the system I built on desk, but it was a relatively lightweight model for predicting trading volume from online text and market data. It performed well in testing and was sent to production.