This summer, I began my Professional Experience Year (PEY) at RBC Capital Markets, working on the Global Algorithmic Trading team. This team brings a more quantitative and analytical approach to finance, focusing on designing computer algorithms that trade on the stock market. I focus on applying Predictive Analytics and Machine Learning techniques to improve the performance of our trading strategies.
Before this summer, I had very little experience with Machine Learning and Predictive Analytics. To develop these skills, I have been participating in Kaggle Machine Learning competitions and applying the knowledge gained to solve trading related problems. For example, I apply these techniques to improve the performance of trading algorithms. This summer has opened my eyes to new ways of using data to solve problems.
I have also been conducting research into the mechanics of trading, an area known as market microstructure. My research aims to identify new trends in trading, with the goal of helping our institutional clients make informed decisions.
While being immersed in the excitement of the trading floor, I have been challenged to learn new skills, think critically, and understand the dynamic nature of institutional investing. I have met people that work in a variety of asset classes (such as bonds, foreign exchange, commodities, etc.), and learned how they work together to provide comprehensive services.