Quantitative Data Intern

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Coastal Management
40 Wall St.
New York, NY
Posted: March 23 2015
Application Deadline: Available Year-round
Position: 2 Full-time, Unpaid

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Description

About Our Firm

We are a New York based hedge fund specializing in algorithmic equities, futures, and options strategies.


Quant Data Intern

The quant data intern will be a part of our proprietary research and trading department. Primary responsibilities will include: organizing and cleaning existing data, customizing data for researchers, researching and acquiring new data to be used in strategy research. Experience working with large databases is a plus.

Candidates holding or pursuing a MS or PhD in Computer Science, Engineering, Math, Physics, or Statistics, are strongly preferred. Exceptional candidates without an advanced degree will also be considered. Prior quant analysis or trading experience is a benefit.

We are looking to bring on interns for both the spring and summer. Start dates are flexible.

Requirements

Skills Required:
• Proficiency in SQL, Q/KDB is a plus
• Experience with large scale collaborative software projects
• Knowledge of trading and the markets is beneficial

How To Apply

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