Quantitative Research Intern
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Job Location:
Seattle, OR - USA
Monthly Salary:
Not Disclosed
Posted on:
Yesterday
Vacancies:
1 Vacancy
Job Summary
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
Required Experience:
Intern
Key Skills
- Robotics
- Machine Learning
- Python
- AI
- C/C++
- Data Collection
- Research Experience
- Signal Processing
- Natural Language Processing
- Computer Vision
- Deep Learning
- Tensorflow
About Company
We invest in Discretionary Long/Short, Macro, and Systematic strategies. We’re inventing the future of finance by revolutionizing how we develop our people and how we use data to shape our thinking. Join our team to innovate, experiment, and be the best at what you do.
