Quantitative Researcher - Intern

Job Description

This opportunity is for students and researchers specializing in advanced data modeling and statistical learning methods to apply these techniques to market prediction and systematic trading.

Responsibilities

• Pre-process very large data sets for model estimation and event studies, including validation, cleaning, normalization, and dimensionality reduction
• Identify features and relationships useful for predictive modeling of market dynamics

Qualifications

• Undergraduate, MS, or PhD candidates in finance, computer science, mathematics, physics, or other quantitative disciplines
• Proficiency in programming languages such as 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 communication skills
• Detail-oriented approach
• Ability to take ownership of work, working independently and within a small team

Compensation

The annual base salary ranges from $120,000 to $180,000 (USD), prorated based on internship start and end dates. Actual compensation may vary depending on geographic location, work experience, education, skill level, and other factors.