Quantitative Researcher - Intern

**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 * 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