2018 Quantitative Research Internship
New York, NY
Posted Dec 14, 2017 - Requisition No. 63867
As a quantitative researcher you will report to Bruno Dupire and will be responsible for innovative research across many disciplines including: derivatives, electronic trading, asset allocation, forecasting methods, and visualization tools. You will focus heavily on financial modeling and prototyping.
You need to have:
- Strong knowledge of statistics and derivatives
- Strong knowledge of stochastic calculus and numerical methods
- Experience with Matlab programming and Python programming
- Masters in a quantitative field required; PhD preferred