R help - May 2005 - JOB: Financial Software Engineering position at Insightful

Dear R-users,

Insightful has a position open for a Senior Software Engineer in
computational finance.  We are looking for someone with both solid software
engineering skills and experience in computational finance.  It's a very
interesting position for the right person.

The job description is below.  

Thanks,
Charlie Roosen
Software Engineering Manager
Insightful Corp

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http://www.insightful.com/company/jobdescription.asp?JobID=49

Senior Software Engineer: Computational Finance 

Department: Development  
Reports To: Software Engineering Manager 
Status: Exempt  


SUMMARY OF RESPONSIBILITIES & DUTIES:  
This position requires a hands-on, driven, well organized professional with
experience in computational finance and software engineering.  This
individual will be the primary developer for S+FinMetrics and related S-PLUS
modules for financial engineering.


Duties and Responsibilities:

* Design and implement new functionality in C/C++, S-PLUS, and other
languages as needed.  Create unit tests.  Write help files and other
documentation.

* Project and program management for the financial engineering modules, in
collaboration with the Software Engineering Manager and Product Manager.  

* Contribute to the identification of technical requirements to meet market
needs.  Develop technical specifications and work plans.

* Provide second-tier support for financial engineering questions.     
 

Qualifications 

Education and Training:  M.S. or Ph.D. degree required in computer science,
computational finance, or a related field.


Specialized Knowledge and Skills:

* Experience in computational finance.  Areas of focus include financial
econometrics, valuation, risk, portfolio optimization, and time series
databases. 

* Experience creating production-quality code in C/C++ required.  Experience
with other languages such as S-PLUS, Fortran, Java, and Matlab highly
beneficial.

* Experience in numerical analysis, statistical computing, and optimization.
Familiar with accuracy, stability, and convergence issues in computation.

* Strong software engineering practices.  Experience with source control
systems, defect tracking systems, unit test frameworks, and similar tools.
Strong time management and organization skills.  Self-directed.

WORK ENVIRONMENT/ PHYSICAL DEMANDS: General office environment.  Ability to
lift computer equipment is required.  Position located in Seattle,
Washington.


Contact Info 
 
Please send a resume and cover letter to: 

Human Resources
Insightful Corporation
1700 Westlake Ave North, 5th Floor
Seattle, WA 98109-3044
Or email (text, MS Word or PDF) to hr at insightful.com