State Street Global Advisors (one of the world's leading assets management companies)'s alternative strategies group is looking for interns able to bring a significant contribution to our R&D projects. Here are some of the directions we are currently investigating: - Digital Signal Processing (Kalman filter, wavelets, Hilbert transform, etc.) - New temporal database indexing methods - Use of non-linear and/or robust methods to replace linear regression - Generalization of algorithms or methods from daily data to intra-day (irregularly-spaced) data - Automating, in R, the analyses used to assess and monitor our investment strategies. The candidate: - should have good programming skills (R, matlab, C++, etc.) - should be proficient in a "numeric" subject (statistics, signal processing, numerical analysis, physics, bioinformatics, etc.) - need not have any prior financial knowledge. Length: At least three months, but we shall favour longer periods (six months, possibly more). The position is in London. The pay and the contract will depend on the training period length. Applications can be sent to me ([EMAIL PROTECTED]). -- Vincent ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
