[R-SIG-Finance] Job posting

Joshua Reich josh at gghc.com
Wed Sep 5 21:43:11 CEST 2007

Hi List,

We've been looking to fill the position below for a few weeks now and I
figured that this list might be a good source of smart cookies. 
We are a small research group attached to an established asset manager
with over 40 years in business, and we need more super smart programmers
and innovative thinkers to fill positions in our Manhattan office. Our
firm follows a fundamental, growth-oriented approach to investment and
we manage over $5bn in global equity positions. 

As a member of our small, self-directed team, it will be part of your
job to come up with interesting projects that you think would benefit
the firm. For example, some things we've been working on include
applying data mining to online auctions to monitor consumer demand,
using hidden Markov models to infer stock liquidity, and performing text
analysis on corporate filings for fine-grained industry classification.
We develop and prototype in a pragmatic mix of Perl, PHP, C, R/S-Plus,
Matlab/Octave and Java. We don't really care what language you code in
as we believe smart coders are flexible and are best left to choose
their own tools. 

You will be expected to work well in a loosely structured environment,
capable of setting and working towards your own goals. The majority of
your time will be spent on long range projects, with approximately 20%
spent on helping portfolio managers analyze investment decisions. 

You should be intimately familiar with database design, web development,
Linux and Windows. A decent background, academic or practical, in
statistics or data mining is a plus. You should believe that running
code speaks louder than design documents and that attracting a user base
speaks loudest of all.  Solid communication skills are essential as you
may find yourself writing research reports or giving presentations to
portfolio managers. 

We offer competitive starting salaries, excellent benefits, an informal
environment, and, most importantly, interesting problems to solve.

Although we hold a general fondness for robots, we don't like robotic
applicants. Please *distinguish yourself* with a cover letter or subject
that includes an interesting or quirky fact about mathematics, computer
science, or yourself!



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