Job Description

We would like to search for a Statistician with R programming capabilities, significant modeling/modeling diagnostic experience, statistical research experience to develop the programs and consult on model 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.

Work Period: Immediately to 04/15(Deadline)
Pay: Total project rate is determined by your availability and your hourly rate. We would do flat rate only for the entire project (the budget amount would not be a good reference because it depends on the freelancer).

Responsibilities
1. Programming/model implementation/data processing: Work with one to two other developers for R language program to help to code our models and variables, data processing, and various other programming, data, statistics related tasks.
2. Modeling and model diagnostic: Consult on modeling, methodology or model diagnostic procedure that we should use to make sure our models/analysis are very robust and analyze what we should do, model parameters are specified to our analysis, and properly adjusted for factors that may affect our model/results – (such as to avoid multicollinearity, endogeneity, Heteroscedasticity, biase, distribution assumptions), and diagnose model and implement treatment accordingly.
3. Models implementation: Replicating or applying models and procedures from reference papers to our research
4. Description of procedure: Provide detailed and technical description of the methodology used models and implementation

Qualifications
1. Master’s or PhD’s degree in Statistics that used R significantly
2. Knowledgeable and years of experiences in basic and advanced statistical modeling, including many of the below statistical analysis methods, models, procedures
• Regression analysis
o cross-sectional regression (t-statistic, chi square-statistic, F-statistic)
o Time series regression
o Multivariate regression
• Cox proportional hazard model (z-statistic) used for survival analysis
• Portfolio sorting
• AIC
• Difference Test(t-statistic)
• Bootstrap analysis
3. Some experience in academic research
4. At least 5 years of experience implementing programming using R, preferably statistical models
5. Very good English communications skills in oral and writing
6. Have significant experience in applying statistical methodologies procedures to ensure robustness is the most important (such as to avoid multicollinearity, endogeneity, Heteroscedasticity, biases) (having experience in model diagnostic procedures such as Newey-West, VIF, White Test is a major plus)
7. Weekly availability to be at least 30 hours from now to 04/15(deadline), prefer 40-60 hours/weekly availability

Questions
Do you have a Master’s or PhD’s degree in Statistics, Applied Mathematics, or closely related field? (please send a CV or resume with your application)
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

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 available hours that can dedicate to this work project?

Could you describe which are the model diagnostic tools that you often use to make the model better? (such as R square, VIF)

Could you send us a sample of a R script that you have written to allow us to evaluate your skill level?

How to Apply

email [email protected] with your qualifications and answers to the questions.

Job Categories: Data Scientist / Statistician. Job Types: Freelance.

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