Point72 / Cubist
Quantitative Researcher - Intern
Eligibility
- Candidate must be a student in quantitative discipline
Internship for students in quantitative disciplines applying advanced data modeling and statistical learning to market prediction and systematic trading.
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
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
Skills
- C++
- Java
- C#
- MATLAB
- R
- Python
- Perl
- Data Modeling
- Statistical Learning
- Employer posted
- Last checked