Hi All, I am looking for an expert R programmer who has also used Java or C++ and who is educated at either masters or PhD level. I do not mind what industry background you are in if you have these skills. I am offering a rare but excellent career opportunity to work with real time trading data sets, data modeling and data mining the commodities index to help this top 5 investment banks algorithmic trading desk. I have attached the spec. Job Title: Fixed Income/Commodities/Quantitative Trading Strategies Location: London Salary Range: Negotiable Role Description: Organisational structure You will be joining a young and growing front-office team of quants and technologists, conducting automated algorithmic fixed-income trading, in a large, international investment bank. Scope of role We are looking for a skilled statistician/programmer who seeks a career at the intersection of finance, applied statistics and computer science. This position requires a person with a strong background in data analysis, design and implementation of algorithms, software development and statistical methodology. The primary responsibilities are to develop software, using the S language (both R and S-Plus dialects) , for * Handling and analysing high-frequency streaming financial data, * Interfacing R/S-Plus to other languages, especially Java, * Applying high-dimensional regression, * Applying machine learning applications, * Assisting in the prototyping and testing of trading algorithms. This is a new role, based in London but an important component will involve liaising with teams in other centres. Prerequisites * A strong academic background, with advanced degrees in mathematical disciplines. * Demonstrable experience with the S language, is essential. How the role will develop Responsibilities include the development and implementation of: * Generic filtering/cleansing of high-dimensional, high-volume noisy tick data, * Construction of testing harnesses for trading strategies, * Implementing generic simulators for algorithmic verification and robustness checking, * Backtesting and risk & performance analysis. This includes creating * Language interfaces, * Underlying core computational routines, probably in Java, * Automated test and validation routines, * Related documentation such as help files and user''s guides, These tasks require interactive collaboration with analysts and technologists, to quantify the complexities arising from noisy tick data being handled by autonomous, real-time trading agents. With experience, the candidate is expected to work independently. Responsibility will rise in line with demonstrated abilities. The preceding paragraphs summarise the general nature and level of work involved but they are not an exhaustive list of all duties, additional responsibilities may be assigned by management, as required. Compensation is commensurate with that of the investment banking industry and, for proven performers, directly related to the financial success of the team. Work Environment/Physical Demands: * Ability to code while sitting on a large, noisy and dynamic trading floor. * The position is based in London but an important component will involve liaising with teams in other centres. Impact of role The impact of results can be substantial depending on the quality of results, which are reflected in the financial performance of the team. Contact Chris Forbes Managing Director Ph.D search & Selection +44-(0)20-7190-2970 +44-(0)777-564-6084 Chris.forbes@phdit.com www.phdsearchandselection.com <http://www.phdsearchandselection.com/> Ph.D. Search & Selection Ltd acts as an Employment Agency and is fully compliant with the Conduct of Employment Agencies and Employment Businesses Regulations 2003. This e-mail message is intended solely for the use of the addressee. The message may contain information that is PRIVILIGED and CONFIDENTIAL. Disclosure to anyone other than the intended recipient is prohibited. If you are not the intended recipient, please do not disseminate, distribute or copy this communication, by e-mail or otherwise. [[alternative HTML version deleted]]