Quantitative Research Intern

Job description

**JOB DESCRIPTION** This is an opportunity for students and researchers of advanced data modeling and statistical learning methods to apply these techniques to market prediction and systematic trading. **JOB RESPONSIBILITIES** - Pre-process (validate, clean, normalize, reduce dimension) very large data sets for model estimation and event studies - Identify features and relationships useful for the predictive modeling of market dynamics **DESIRABLE CANDIDATES** - MS, or PhD candidates in finance, computer science, mathematics, physics, or other quantitative discipline - Programming in any of the following: C++, Java, C#, MATLAB, R, Python, or Perl - Strong analytical and quantitative skills - Demonstrated interest in financial markets and systematic trading - Clear, concise, and proactive communicator - Detail-oriented - Willing to take ownership of his/her work, working both independently and within a small team