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
Apply on company website New York, Seattle Hybrid Internship
Point72 is hiring a Quantitative Research Intern
About company
Point72 is a leading global alternative investment firm led by Steven A. Cohen that deploys fundamental equities, systematic, macro, private credit, and venture capital strategies.
The firm strives to offer the industry’s brightest talent the autonomy to do what they do best and a commitment to fostering their long-term success. With a flat, entrepreneurial structure, Point72 empowers its people with resources and autonomy to turn great ideas into reality.
Point72 supports a culture of mentorship and development, where colleagues are dedicated to innovation and excellence. The firm is built on the perspectives of leaders who have firsthand experience in risk-taking roles, ensuring decisions are grounded in real-world investing experience.