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Quantitative Researcher - Intern

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:
  • Independently conduct quantitative finance research with a focus on statistical and predictive models
  • Design, backtest, and implement algorithms for optimal portfolio construction
  • Evaluate new datasets for alpha potential
  • Contribute to the continuous improvement of the investment process and the team’s research and trading infrastructure

Requirements:
  • 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 team