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 dynamics DESIRABLE CANDIDATES • 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
Skills: data modeling computer science c++ java python