research position - market prediction

[Jimmy Shadbolt]

Econostat Ltd
Hennerton House
Wargrave
Berks RG10 8PD
United Kingdom


We would like to invite applications for a research position at
Econostat.  The research team is involved principally in the
prediction of monthly returns in the global bond and equity markets.

All methods of prediction are investigated - regression, neural
networks, genetic algorithms, Bayesian analysis, and anything else you
can suggest. Original work is encouraged (and necessary!).




Position            Quantitative Research Analyst
Job Description     Research and development of expected return models
Applications to     Jimmy Shadbolt     jimmy at ecowar.demon.co.uk
Start Date          IMMEDIATE

Qualifications 

    First degree in numerate discipline (maths, engineering, physics,
   statistics, etc).

    PhD (or MSc) in one of econometrics, mathematical statistics,
    applied mathematics or other related field of study.

    Strong interest in financial economics, as evidenced by research topic

Training and experience 
    Experience in econometrics, modern regression or optimisation methods

    Programming in C/C++ and/or Splus

    User experience in PC (word processing and spreadsheet) and Unix
    environments


Aptitude and Ability 
    Good oral and writing skills

    Creative and problem solving approach to research


Personal Attributes 

    Ability to work without close supervision as a member of a team

    Flexibility to meet changing opportunities in a dynamic research 
    environment


-- 
Jimmy Shadbolt