Quantitative Research Intern

Apply advanced data modeling and statistical learning methods to market prediction and systematic trading.

Requirements

• Pre-process large data sets for model estimation and event studies
• Identify features and relationships useful for predictive modeling of market dynamics
• Programming in C++, Java, C#, MATLAB, R, Python, or Perl
• Strong analytical and quantitative skills
• Demonstrated interest in financial markets and systematic trading

Benefits

• Annual base salary of $120,000-$180,000 (USD), prorated based on internship start and end date