Quantitative Researcher

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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 Research Intern

The quant research intern will be a part of our proprietary research and trading department. The primary responsibilities will be to improve existing trading algorithms as well as generate ideas for new algorithms. Candidates should be comfortable performing statistical analysis on very large datasets. Experience backtesting trading strategies, preferably on intraday data, 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:
• Quantitative analysis and financial modeling
• Proficiency in programming (Python/R strongly preferred)
• Proficiency in SQL, Q/KDB is a plus
• Advanced knowledge in statistics
• Knowledge of trading and the markets

How To Apply

Apply
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