Quantitative Research Intern

<div class="slds-p-around_small slds-col slds-size_12-of-12" data-aura-rendered-by="555:596;a">&nbsp;</div> <div class="slds-p-around_small slds-col slds-size_12-of-12" data-aura-rendered-by="563:596;a"><strong>JOB DESCRIPTION&nbsp;</strong> <div class="slds-form-element__control"> <p>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.</p> <strong>JOB RESPONSIBILITIES</strong> <ul> <li>Pre-process (validate, clean, normalize, reduce dimension) very large data sets for model estimation and event studies</li> <li>Identify features and relationships useful for the predictive modeling of market dynamics</li> </ul> </div> <div class="slds-form-element__control">&nbsp;</div> <div class="slds-form-element__control"><strong>DESIRABLE CANDIDATES</strong><br> <ul> <li>MS, or PhD candidates in finance, computer science, mathematics, physics, or other quantitative discipline</li> <li>Programming in any of the following: C++, Java, C#, MATLAB, R, Python, or Perl</li> <li>Strong analytical and quantitative skills</li> <li>Demonstrated interest in financial markets and systematic trading</li> <li>Clear, concise, and proactive communicator</li> <li>Detail-oriented</li> <li>Willing to take ownership of his/her work, working both independently and within a small team</li> </ul> </div> </div>