Tech Stack

Description

As a Quantitative Research Intern, you will apply advanced data modeling and statistical learning to market prediction and systematic trading. You will pre-process large datasets and identify predictive features.

Requirements

• MS or PhD candidate in finance, CS, mathematics, physics, or quantitative discipline
• Programming in C++, Java, C#, MATLAB, R, Python, or Perl
• Strong analytical and quantitative skills
• Interest in financial markets and systematic trading
• Proactive communicator, detail-oriented, able to work independently and in a team

Responsibilities

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