Jobs in Financial Analysis at Nonlinear Prediction Systems

[Annette Burkhardt]

                    NONLINEAR PREDICTION SYSTEMS
                          Portland, Oregon

                       RESEARCH POSITIONS IN
         NONLINEAR STATISTICAL ANALYSIS OF FINANCIAL MARKETS

Nonlinear Prediction Systems (NPS) is a small firm based in Portland,
Oregon doing research in forecasting, trading, statistical arbitrage,
and global risk management for the world's major financial markets.
The current research group consists of John Moody, Steve Rehfuss,
and Lizhong Wu.

We are seeking highly talented and well-qualified candidates to
fill Research Scientist and Research Programmer positions.  In both
cases, the work will involve the development and application of
advanced modeling techniques from nonparametric statistics, time
series analysis, neural networks, machine learning, data mining,
genetic algorithms, and econometrics to challenging problems in
financial market modeling.

Successful applicants will have the following qualifications:

* Research Scientist (or Senior Research Scientist):  Ph.D. in
mathematics, physics, statistics, econometrics, electrical engineering,
computer science, or related field, a strong research track record,
and excellent data analysis and computing skills.  The level of
appointment and compensation will depend on experience.

* Research Programmer:  M.S. in one of the above mentioned fields
(or equivalent experience), strong quantitative skills, plus
exceptional programming or software engineering skills.  Experience
with databases, Unix systems programming and management, or Windows
NT programming are desirable.

For either position, preference will be given to candidates who
have experience in modeling noisy, real-world data using state-of-the-art
nonparametric or nonlinear techniques.  Knowledge of statistics or
numerical analysis and experience with C++, S-PLUS, or MATLAB is
highly desirable.  Of particular interest are candidates who have
training in finance or experience in trading or modeling the
financial markets.  Applicants must be willing to work in close
collaboration with other research group members, and must be eager
to tackle extremely challenging and potentially rewarding data
analysis problems in finance.

NPS is located near downtown Portland with views of the city and
mountains.  The work atmosphere is relaxed and informal.  Portland
is noted for it's many fine restaurants, brew pubs, excellent
cultural attractions, and beautiful surroundings.  The Oregon Coast,
Mt. Hood, and the Columbia Gorge are within 75 minute drives of
Portland.

Employment at NPS offers significant opportunities for growth in
compensation and responsibility.  Initial compensation will be
competitive based on experience.  Interested applicants should email
resumes (ascii or postscript) with names and phone numbers of three
to five references to burkhard at cse.ogi.edu, or send by US mail to:

Attn: Recruiting
Nonlinear Prediction Systems
PO Box 681, University Station
Portland, OR 97207 USA

NPS is an equal opportunity employer.

Candidates who are attending NIPS this week and who would like an 
interview should contact John Moody at the Marriott in Denver or at
the Silvertree Hotel in Snowmass.