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: Undergraduate, 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