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 (Vincent_Zoonekynd at ssga.com).
-- Vincent
