Opportunity for students and researchers to apply advanced data modeling and statistical learning techniques to market prediction and systematic trading. Responsibilities include preprocessing very large datasets (validation, cleaning, normalization, dimensionality reduction) and identifying features and relationships useful for predictive modeling of market dynamics. Candidates should be quantitative (Undergraduate/MS/PhD) in fields such as finance, computer science, mathematics or physics and proficient in programming (C++, Java, C#, MATLAB, R, Python, or Perl). The role requires strong analytical skills, attention to detail, clear communication, and the ability to work independently and in small teams.
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 dynamics
Desirable 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 team
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Job Description
\n
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
\n
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 dynamics
Desirable Candidates
\n
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
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Opportunity for students and researchers to apply advanced data modeling and statistical learning techniques to market prediction and systematic trading. Responsibilities include preprocessing very large datasets (validation, cleaning, normalization, dimensionality reduction) and identifying features and relationships useful for predictive modeling of market dynamics. Candidates should be quantitative (Undergraduate/MS/PhD) in fields such as finance, computer science, mathematics or physics and proficient in programming (C++, Java, C#, MATLAB, R, Python, or Perl). The role requires strong analytical skills, attention to detail, clear communication, and the ability to work independently and in small teams.
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 dynamics
Desirable 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 team
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Job Description
\n
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
\n
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 dynamics
Desirable Candidates
\n
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
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