Why This Role Stands Out
This internship offers a fantastic opportunity to apply advanced data modeling and statistical learning techniques to market prediction at a leading financial firm. You'll thrive here if you possess strong quantitative skills, a passion for financial markets, and a desire to develop cutting-edge research abilities within a collaborative team. Apply now to gain invaluable experience and contribute to innovative trading strategies.
Quick Overview
Seniority
Entry Level
Location
New York, United States
Posted
6 days ago
MATLABC#C++JavaPerlPython
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