Financial Engineer Position

[Lester Ingber]

   If you have very strong credentials for the position described below,
   please email your resume to:

          Lester Ingber <ingber at ingber.com> Director R&D

   Financial Engineer
          A disciplined, quantitative, analytic individual proficient in
          prototyping and coding (such as C/C++, Maple/Mathematica, or
          Visual Basic, etc.) is sought for financial
          engineering/risk:reward optimization research position with
          established Florida hedge fund (over two decades in the
          business and $1 billion in assets under management). A PhD in a
          mathematical science, such as physics, statistics, math, or
          computer-science, is preferred. Hands-on experience in the
          financial industry is required. Emphasis is on applying
          state-of-the-art methods to financial time-series of various
          frequencies. Ability to work with a team to transform
          ideas/models into robust, intelligible code is key. Salary:
          commensurate with experience, with bonuses tied to the
          individual's and the firm's performance.

   Selection Process
          All applicants will be reviewed, and a long list will be
          generated for phone interviews. Other applicants will not be
          contacted further.

          From these phone interviews, a short list will be generated for
          face-to-face interviews.

          Our estimated date for final selection will be September to
          October 2002. Start date for this position may range anywhere
          from immediately to six months thereafter, depending on both
          the candidate's and the firm's needs.

   All available information is posted on
   http://www.ingber.com/open_positions.html


-- 
 Prof. Lester Ingber  ingber at ingber.com  ingber at alumni.caltech.edu
 www.ingber.com                     www.alumni.caltech.edu/~ingber