Former Ajax captain De Jong moved to Sydney on a season-long loan deal from the Eredivisie giants in August and the six-time Netherlands international has helped lead the three-time Australian champions into the finals.
De Jong has scored four goals and tallied two assists in 14 A-League appearances in 2018-19 as Sydney sit second and eight points adrift of Premiers Plate winners Perth Glory with two regular-season matches remaining.
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"We had a pretty good season, a few ups and down but eventually we're ready [for] going into the finals," De Jong – whose Sydney will host Perth on Thursday – told Omnisport.
"If you look at the league, Perth have done a good job this season so they'll be one of the favourites. We've played them, they're a tough side to beat, but so are we.
"Melbourne Victory did well. We've played them a few times and they were tough games as well. We'll be up there with those teams, and hopefully we'll win it in the end."
Asked about his highlights in Australia, the 30-year-old replied: "The highlights are still to come, I hope. At the end of the season I hope we'll win the Grand Final – that's what I am here for, to win prizes, so hopefully we'll have that at the end of the season."
Sydney are also juggling Champions League commitments, with Steve Corica's men coming up against Asian powerhouse Shanghai SIPG – who boast Oscar and Hulk – 2012 winners Ulsan Hyundai and Kawasaki Frontale in Group H.
De Jong scored in a thrilling 3-3 draw at home to SIPG on matchday three – a result that left Sydney with two points from three games but only two points adrift of the second-placed Chinese giants.
"We should have won one of those games [Sydney drew 0-0 against Ulsan] – especially the home games we played pretty well," De Jong said. "But we didn't get the three points and that's the part that sucks a bit. It's going to be a difficult one, but we still believe in it, we believe we can play well against these teams. I think we've shown it in all the games, but it'll be tough game going to two away games and then another home game.
"We want to go through to the next round and of course it'll be tough … we played well but didn't get the points at home. We need to prove [we can get the points away from home] in the next two games."
De Jong's future beyond this season is uncertain and a move to the United States – where his countryman Frank de Boer coaches Atlanta United – is something that interests him.
"I've always said I'd like to play in America. I don't know if it will ever happen, but I wouldn't mind having a few seasons there as well," he added. "I'd like to see how it is – the league is quite tough there, quite competitive. I'd like to see America a bit as well."