We would like to search for a statistical developer with significant experience in academic statistical research to develop the programs for our academic statistical research on hedge funds. We would be analyzing the influencing factors that affect the performance and risk of hedge funds using regression analysis. Factors such as fund internal/external governance and regulations variables. The position’s responsibilities and qualifications are described below.
1. Work with one to two other developers in our regression analysis for R language program, to help to code our models, independent variables, data processing.
2. Literature review of some papers of papers to understand the level of technicalities needed for statistical procedures and mathematical methodology and to help to make changes to our paper in the procedure based on methodologies and procedures of the reviewed literature, and preferably able to make minor changes in the actual paper as well
3. Review of our statistical analysis methodologies, then critique and improve it to make it more robust and proper. Also to make the statistical model more advanced/sophisticated either to improve upon existing model, or provide suitable advanced statistical models.
1. Master’s or PhD’s degree in Statistics that used R significantly, if doesn’t satisfy still welcome to apply if you have significant experience working with R for statistics purposes. Note that if you fulfill all other qualifications except for the R programming experience, and believe that you can perform the responsibility #1 & #2 very well, we may consider to hire two separate consultants.
2. Knowledgeable and years of experiences in basic and advanced statistical modeling, including many of the below statistical analysis methods, models, procedures (must be 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 Robust Regression
• Cox proportional hazard model (z-statistic) used for survival analysis
• Portfolio sorting
• Difference Test(t-statistic)
• Bootstrap analysis
• Weight of Evidence
• Balance Scorecard
3. Significant experience in academic research (this is a must)
4. At least 3 years of experience implementing statistical models using R
5. At least 1 published research, very much preferred to have academic research consultancy experience for statistical analysis
6. Fluent English communications skills in oral and writing, and strong reading comprehension
The project will likely be flat rate, but currently shown as hourly.
Please answer the following in your application:
Do you have a Master’s or PhD’s degree in Statistics, Applied Mathematics, or closely related field?
Could you describe the extent of your statistical modeling experience? Please specify which models that you have had many years of working experience or academic research experience with
How much experience do you have with academic statistical research? What was your role in the research? Was it published?
Number of years for R experience and how often using R during those years?
Could you describe your R usage? Please include a more detailed description for the statistical programming usage
What is your weekly availability from now to end of December?
27 freelancere byder i gennemsnit $42/time for dette job
Hi? I am good in statistics and in using R and can help you in carrying out academic statistical research on hedge funds. Kindly message me so as to discuss further on the [login to view URL]