s**********d
发帖数: 1 | 1 We are a quant group within a top investment bank in New York, supporting
equity electronic trading and cash trading business. We are looking for
someone with strong statistical background (Ph.D. or senior Ph.D. student
preferred) to work on short term analytics in equity portfolio trading,
including alpha signal and risk model. It's an internship position for 6
months, starting this fall. If you are interested, please send me your
resume.
Here is the detailed job description:
Primary Responsibilities:
Successful candidate will have very strong knowledge on statistical methods
(and, preferably, machine learning), good understanding of capital markets
and trading with particular emphasis on equities, be able to deliver risk
solutions and predictive analytics solutions which can be implemented as
components of portfolio trading tools, have good communication skills,
ability to defend his ideas with senior management and good knowledge of
statistical/programming languages such as R, python, pandas, scikit-learn,
java, C++.
Roles and responsibilities include the following:
· Developing statistical models (risk, return prediction, etc) for
short term (intraday or multiple days) equity portfolio trading
· Evaluating and documenting quantitative methodologies, back-
testing and simulating quantitative models
· Designing and developing software for analytics and their
delivery to systems and applications
· Supporting trading activities by explaining model and algorithm
behavior, carrying out scenario analyses, developing and delivering
quantitative tools, and supporting analytics including transaction cost
analysis
Qualifications
The ideal candidate will have:
· Earned (or in the process of achieving) a PhD or equivalent
degree in Statistics, Econometrics, Engineering, Computing.
· Exceptional analytical, quantitative and problem-solving skills
· Great communication and interpersonal skills
· Mastered advanced mathematics and statistics (i.e., probability
theory, time series, econometrics)
· Strong data analytical skills using Python(statsmodels, scikit-
learn, pandas, etc), R, Matlab or other scripting languages
· Experience in LaTeX is required
· Knowledge of machine learning techniques and market
microstructure is a plus | S****G
发帖数: 3 | 2 Hi, I'm quite interested in this position, is it still available? I will
message you to get your email.
【在 s**********d 的大作中提到】
: We are a quant group within a top investment bank in New York, supporting
: equity electronic trading and cash trading business. We are looking for
: someone with strong statistical background (Ph.D. or senior Ph.D. student
: preferred) to work on short term analytics in equity portfolio trading,
: including alpha signal and risk model. It's an internship position for 6
: months, starting this fall. If you are interested, please send me your
: resume.
: Here is the detailed job description:
: Primary Responsibilities:
: Successful candidate will have very strong knowledge on statistical methods
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