Quantitative Research Intern: Market Prediction & Trading

Point72; New York (NY); On-site; USD 120,000 - 180,000; Full time

Job summary

Point72 invites students and researchers to apply advanced data modeling and statistical learning methods to market prediction and systematic trading. This internship focuses on preprocessing very large data sets, feature identification, and predictive modeling to understand market dynamics.

Ideal candidates are MS or PhD students in quantitative disciplines with strong programming in C++, Python, or MATLAB, excellent analytical skills, and a keen interest in financial markets and trading

Qualifications

• MS or PhD candidate in finance, computer science, mathematics, physics, or other quantitative discipline.
• Experience programming in 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 work, independently and in a team.

Responsibilities

• Pre-process (validate, clean, normalize, reduce dimension) very large data sets for model estimation and event studies.
• Identify features and relationships useful for predictive modeling of market dynamics.

Skills

Education

MS or PhD candidate in quantitative fields

Tools

C++

Java

C#

MATLAB

R

Python

Perl

Job description

Point72 invites students and researchers to apply advanced data modeling and statistical learning methods to market prediction and systematic trading. This internship focuses on preprocessing very large data sets, feature identification, and predictive modeling to understand market dynamics.

Ideal candidates are MS or PhD students in quantitative disciplines with strong programming in C++, Python, or MATLAB, excellent analytical skills, and a keen interest in financial markets and trading