Statistics Research Help (Matlab, R, E-view)

Empiricus Capital Management is a research-driven proprietary investment management company headquartered in Asia. We invite you to be a part of the Hedge Fund Statistical Research Project, which analyzes the influencing factors that affect the performance and risk of hedge funds by performing regression analysis. Factors such as fund internal/external governance and regulations variables. The position’s core responsibility is to implement and refine multiple statistical models in R and/or Matlab(or E-view) for hedge fund research to analyze the impact of governance variables on performance and risk using regression analysis. Qualifications 1 Bachelor’s or Master’s degree in Statistics/Applied Mathematics/Computer Science that used R or Matlab significantly, if doesn’t satisfy still welcome to apply if you have significant experience working with R and Matlab for statistics purposes 2. Strong knowledge or experience with the majority of the following statistical method (capable in evaluating and critiquing the suitability the different methods) • Regression analysis o cross-sectional regression (t-statistic, chi square-statistic, F-statistic) o Time series regression o Multivariate regression o Logistic regression o Heckman two-step regression(t-statistic, F-statistic) o Stochastic Dominance o Robust Regression • Cox proportional hazard model (z-statistic) used for survival analysis • Portfolio sorting • AIC • Difference Test(t-statistic) • Bootstrap analysis • Weight of Evidence 3. Extensive experience implementing statistical models using Matlab (proficient), R(proficient), or E-view. At least 3 years of frequent usage of one of the languages is required 4. Experiences working with databases 5. Preferred working experience with statistical programs and research (includes working under professor on research outside of class) 6. Published statistical research is a plus 7. Responsive, disciplined, diligent, attention to detail, quick to learn