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À propos
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 RESPONSIBILITIESPre-process (validate, clean, normalize, reduce dimension) very large data sets for model estimation and event studiesIdentify 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 disciplineProgramming in any of the following: C++, Java, C#, MATLAB, R, Python, or PerlStrong analytical and quantitative skillsDemonstrated interest in financial markets and systematic tradingClear, concise, and proactive communicatorDetail-orientedWilling to take ownership of his/her work, working both independently and within a small team
Compétences linguistiques
- English
Avis aux utilisateurs
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