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.

• 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

• 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