- 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
