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 studiesIdentify features and relationships useful for the predictive modeling of market dynamicsDesirable Candidates
Undergraduate, MS, or PhD candidates in finance, computer science, mathematics, physics, or other quantitative disciplineProgramming in any of the following: C++, Java, C#, MATLAB, R, Python, or PerlStrong analytical and quantitative skillsDemonstrated interest in financial markets and systematic tradingClear, concise, and proactive communicatorDetail-orientedWilling to take ownership of hi...