Quantitative Researcher - Intern

About the role

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.

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

Qualifications

• 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

Pay

The annual base salary is $120,000–$180,000 (USD), prorated based on internship start and end date. Actual compensation may vary based on geographic location, work experience, education, and/or skill level.