Tech Stack

Description

In this internship, you will apply advanced data modeling and statistical learning techniques to market prediction and systematic trading. You will pre-process large datasets and identify predictive features, working on real-world financial problems.

Requirements

• Undergraduate, MS, or PhD candidate in finance, computer science, mathematics, physics, or other quantitative discipline
• Programming in C++, Java, C#, MATLAB, R, Python, or Perl
• Strong analytical and quantitative skills
• Demonstrated interest in financial markets and systematic trading
• Detail-oriented with ability to work independently and in a team

Responsibilities

• Pre-process very large data sets for model estimation and event studies
• Identify features and relationships for predictive modeling of market dynamics