Quantitative Researcher - Intern

Cubist · Competitive · London
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  • Reseach interesting trading ideas from academic papers, blogs, and other sources
  • 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
  • Design and implement systematic strategies that can exploit market abnormalities

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

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