Research Position at Grinham Managed Funds, Australia

[Chris Mellen]

Dear Connectionists,

You might find the following of interest.

Regards,
Christopher Mellen

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Research Position
Grinham Managed Funds
Sydney, NSW, Australia.

Grinham Managed Funds is one of the Southern Hemisphere's largest Hedge Fund
Managers. Managing in excess of $1 billion we trade in over 40 futures
markets into 9 countries, 24 hours a day.

We are looking for an individual to fill a newly created permanent research
position. The primary task will be to undertake research into the detection
and exploitation of robust statistically significant patterns within
financial time series data. This is a task which has the potential to
encompass a diverse range of research directions. Consequently the role will
have a broad scope.

The successful applicant will have a Ph.D. in physics, statistics,
mathematics, computer science, engineering or a related field. All levels of
experience will be considered. Competency in software development is
essential and knowledge of one or more of C/C++, R/S+, Matlab/Octave or
related languages will be required. Past research experience in any of the
fields of complex systems, statistical and numerical analysis, machine
learning, pattern recognition, time series modelling or related would be
highly regarded. Prior knowledge of or experience in finance is however not
a pre-requisite. Applicants should be willing to work closely with other
researchers and with I.T. professionals within the company.

This is an exciting, intellectually challenging and rewarding role for
someone with enthusiasm and imagination. The work environment is friendly
and informal. Salary will be commensurate with experience. Bonuses are
linked to the individual's and to the firm's performance.

Individuals who are interested may apply by emailing their resume to :
Research at gmf.com.au