[R-jobs] JOB - R Programmer

[Burrows, Gemma (MI London)]

Man Investments is the Asset Management Division of Man Group plc which is listed on the London Stock Exchange (EMG.L) and is a constituent of the FTSE 100 Index. Man Investments is a global leader in alternative investments providing innovative products and tailor made solutions for private and institutional clients. Through its diverse portfolio of managers it has developed in-depth knowledge and specialised strengths in differing alternative asset classes - hedge funds, managed futures, leveraged finance and convertible bonds. Man Investments has a powerful presence worldwide, employing over 1,600 employees located in 13 countries, with key centres in London and Pfäffikon (Switzerland), and with offices in Chicago, Dubai, Hong Kong, Montevideo, Nassau, New York, Singapore, Sydney, Tokyo and Toronto.

Man Investments provides a dynamic working environment in the fast-paced world of alternative investment management with ample opportunities for personal development. Intelligence and creativity are highly valued as the individual motivation and professionalism of our people plays a critical role in our success.

AHL has a long history of profitably trading the global financial and commodity markets using model-based purely systematic approaches and currently manages investments of over US$21B.  The department undertakes a diverse range of activities including model-based prediction, portfolio construction, risk management and trade execution analysis.

This short-term role requires the re-coding of a suite of existing S-Plus functions into the R language and providing a framework for future library development using R. Some of the existing S-Plus functions access external compiled libraries (eg. NAG). The main platform will be x86/Linux although some SPARC/Solaris development may also be involved.

Skilled R Programmer (Fixed term contract) 

Responsibilities

*	Re-code an existing suite of S-Plus functions into the R language
*	Provide help files and documentation for the new functions
*	Provide a convenient interface for R to connect with other languages and libraries, e.g. Java, NAG
*	Produce a prototype environment for future library development

Requirements

*	2:1 degree, or above, in computer science, applied statistics or another relevant discipline
*	R/S plus and C software development experience and maintenance
*	Design and implementation of efficient algorithms especially for handling large datasets
*	Data visualisation and analysis
*	Experience of NAG and SQL advantageous


Applications

Closing date for applications is 31st January 2008.   

Please refer to the careers section of the Man Group website (http://www.mangroupplc.com) for further details.

Please email your application letter, CV to recruitment using maninvestments.com






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