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A contact of mine is looking for someone who is either a senior college or first year MFE student for a paid learning opportunity for a one to one half year duration. The person must be in NYC area. This could be a perfect way to leverage your technical skills to gain relevant experience.
If interested,
The project is to build full infrastructure for a vol-arb business, so there is some database work, some grunt-level IT work, a lot of library development in R and some in C++. If I find the right person, this could develop into a full time opportunity or a long-term partnership.
(1) a beginning masters or a senior undergraduate student, the project will last a year to year and a half
(2) time commitment of about 10-12 hours a week, including 1-2 hours of face to face work
(3) IT skill set: R (required), familiarity with SQL scripting and DB administration, C++. General IT savvy very important
(4) basic understanding of options theory and concepts of statistical arbitrage
(5) good background in statistics, especially signal processing
(6) interest in capital markets and volatility trading
Only number (6) is key, everything else (assuming good math and IT background) is easy to pick up. Pay will depend on the background and productivity.
If interested,
sergeilevin at yahoo.com
(1) a beginning masters or a senior undergraduate student, the project will last a year to year and a half
(2) time commitment of about 10-12 hours a week, including 1-2 hours of face to face work
(3) IT skill set: R (required), familiarity with SQL scripting and DB administration, C++. General IT savvy very important
(4) basic understanding of options theory and concepts of statistical arbitrage
(5) good background in statistics, especially signal processing
(6) interest in capital markets and volatility trading
Only number (6) is key, everything else (assuming good math and IT background) is easy to pick up. Pay will depend on the background and productivity.