An opportunity for quantitative students and researchers to apply advanced data modeling and statistical learning techniques to market prediction and systematic trading at a leading financial firm. This internship focuses on processing large datasets, identifying market dynamics predictive features, and developing systematic trading strategies.
Primary responsibilities include preprocessing large datasets through validation, cleaning, normalization, and dimension reduction, preparing data for model estimation and event studies. Interns will be expected to identify meaningful features and relationships useful for predictive modeling of market dynamics.
Ideal candidates are undergraduate, master's, or PhD students in quantitative disciplines like finance, computer science, mathematics, or physics. Strong programming skills in languages such as C++, Java, Python, or MATLAB are essential. Candidates must possess excellent analytical skills, a demonstrated interest in financial markets, and the ability to communicate clearly and proactively.
Point72 offers an exceptional opportunity for quantitative researchers to work within a systematic investing environment. Interns will gain hands-on experience in advanced data analysis, predictive modeling, and financial technology, working alongside industry experts in a collaborative, innovative setting. The internship provides exposure to cutting-edge research methodologies and potential pathways for future career development in quantitative finance.
