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 dynamicsDesirable Candidates
Undergraduate, 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 teamThe latest news, articles, and resources, sent to your inbox weekly.
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