Drimva

Point72 / Cubist

Quantitative Research Intern

New York, Seattle +1 · Internship · Posted Aug 15, 2024

Location
New York, Seattle
New York, New York, United States
Education
MS, or PhD candidates in finance, computer science, mathematics, physics, or other quantitative discipline.

About the job

Apply advanced data modeling and statistical learning methods to market prediction and systematic trading.

What you'll do

  • Pre-process very large data sets for model estimation and event studies.
  • Identify features and relationships useful for predictive modeling of market dynamics.

Nice to have

  • 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.

Tools

C++, Java, C#, MATLAB, R, Python, Perl

AI focus

Use advanced data modeling and statistical learning methods for market prediction and systematic trading.

Model-written summary · the original posting is authoritative

First seen Oct 27, 2026 · Last verified Nov 5, 2026 (UTC)