Quantitative Research Intern at Point72 in New York, Seattle

Summary: Point72 is a company that offers an opportunity for students and researchers to apply advanced data modeling and statistical learning methods to market prediction and systematic trading. The role involves pre-processing large data sets and identifying features useful for predictive modeling of market dynamics. 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 Required Qualifications: - 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 Required Skills: Data modeling, Statistical learning, Market prediction, Systematic trading, Data preprocessing, Feature identification, C++, Java, C#, MATLAB, R, Python, Perl