Submission #367

Submission information
Submitted by Anonyme (not verified)
Wed, 12/12/2018 - 04:26
Internship Quant Finance Research
The trainee will:
• learn about the state of the art in financial mathematics and systematic trading by reading scientific publications
• develop statistical analysis, signal analysis, correlation searches
• develop financial signals (commodities market)
• present the results
• implement the strategies developed in paper trading on the Interactive Brokers platform

With the support of our data scientists and developers, the trainee will be able to rely on the codes, reports and cloud infrastructures available internally. Alongside the Scorelab experts, the trainee will have the opportunity to learn the implementation of machine learning techniques applied to finance. The candidate should have an excellent level in mathematics, a taste for algorithmic logic and a genuine curiosity for code and digital technologies.

Required profile

- Master or engineering school with specialization in Mathematical Finance / Statistics
- Mastery of multivariate descriptive statistics tools and time series
- Knowledge of supervised and unsupervised machine learning models and algorithms would be a plus
- Good command of Python and its main packages for data science and finance
- Knowledge of commodities market, options and derivatives would be a plus
- Know how to design and develop a structured, maintainable and documented code
- Good level of English

Technologies implemented during the internship

- Python, Numpy, Pandas, Scikit-Learn, Jupyter
- R, tidyverse (tidyr, dplyr, ggplot2, ...), R Markdown, Shiny
- Unix / Linux, shell, ssh, GitHub
- Amazon AWS, EC2, S3, Lambda, Google Cloud

Scorelab is a young and dynamic structure, resident at the DataFactory (Bordeaux). We are looking for an autonomous, resourceful and motivated collaborator.

Other information

Beginning of the internship: January 2019
Duration of the internship: 3 to 6 months full time. Possibility of hiring following the internship.
Location: Bordeaux Center
Salary: Remuneration according to internship agreement, to be negotiated
Wed, 01/30/2019