R sig jobs - Mar 2007 - quantitative analyst - hedge fund

A quantitative hedge fund within Lazard Asset Management in New York City is
looking for a talented programmer/statistician to join a small team of
researchers and portfolio managers.  The job would intersect the fields of
finance, applied statistics and computer science.  The position involves
applying intelligent design and development of r programs to accelerate the
speed of research.  The individual would work directly with the portfolio
manager to find and exploit market inefficiencies in the global equity markets.

The role
* data analysis on large financial and market databases
* designing data structures, classes and method to test new research ideas
* Use a diversity of statistical methods to estimate stock picking models.
* Interfacing R to other languages

The ideal candidate will have the following qualifications:
* Formal education in Computer science (preferable), mathematics or statistics
(desirable)
* Experience programming in R/S-plus
* Experience in the development of R packages.
* Knowledge of applied statistics or mathematics.
* Excellent communication skills.
* Experience of general software systems is an advantage (eg .NET, SQL, C#, XML,
?).
* Willingness and strong interest to learn about finance and capital markets.

For further information, please send a resume to the email below.

lamrecruiting at lazard.com
attention: kerryn