open position: Financial Engineer

[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
          DUNN Capital Management
          Stuart FL

          Some recent press on DUNN can be seen on
          http://www.businessweek.com/magazine/content/02_39/b3801113.htm
          http://www.businessweek.com/magazine/content/02_39/b3801114.htm

   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.

   Status of Selection Process
          All applicants will be reviewed, and a long list will be
          generated for phone interviews. Other applicants will not be
          contacted further. Information on the status of this process
          will be available in http://www.ingber.com/open_positions.html

          From these phone interviews, a short list will be generated for
          face-to-face interviews. During the visit for the physical
          interview a small coding exam will be given.

          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.


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