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Quantitative Research Intern
Point72
On-siteinternPosted June 5, 2026
About the Role
Pre-process large datasets for model estimation, identify features for predictive modeling of market dynamics, and apply advanced data modeling and statistical learning methods to market prediction and systematic trading.
Requirements
Seeking MS or PhD candidates in quantitative disciplines with strong analytical and programming skills (C++, Java, R, Python, etc.) and a demonstrated interest in financial markets and systematic trading.
Full Job Description
JOB DESCRIPTION
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.
JOB RESPONSIBILITIES- 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
DESIRABLE CANDIDATES
- 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
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Compensation
AI Est. Total Comp
$208,000
Details
Location
New York, Seattle
Work Type
On-site
Seniority
intern
Experience
0-2 years
Category
Research Scientist
Visa Sponsorship
Unknown
Quality Score
7.7