R sig jobs - Jul 2007 - R Programmer - finance - London based

Hi,

UBS Investment Bank are looking for a skilled R programmer,
seeking a career that combines computer science, applied statistics and
finance. 
This position requires a person with a strong background in 
- R programming and R package maintenance.
- Software development.
- Design and implementation of efficient algorithms.
  especially for handling large datasets.
- Data visualisation and analysis.

The primary responsibilities are to develop software, 
using the R language, for:
- Compiling and maintaining in-house R packages for 
  analysing high-frequency financial data. 
- Interfacing R/S-Plus to other languages, especially Java.
- Assisting in the prototyping and testing of trading algorithms.

This is a new role, based in London, where the rest of the team is
based.

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 the design of:
- Language interfaces, 
- Underlying core computational routines, probably in Java, 
- Automated test and validation routines, 
- Related documentation, such as help files and vignettes,

For more details please contact 

  Adam.Herasemiuk at ubs.com   quoting ref   28797BR

or go to http://tinyurl.com/36bwe6
click on 'Search our global job board' under 'Global jobs',
click on 'Search openings',
scroll down to 'keyword' and type the job reference '28797BR' 
and click the search button 
(sorry but there isn't a more direct link on this site).

This position is related to but different from an earlier posting
https://stat.ethz.ch/pipermail/r-sig-jobs/2007q1/000005.html

Regards,

John.

John Gavin <john.gavin at ubs.com>,
Commodities, MCC,
UBS Investment Bank, 2nd floor, 
100 Liverpool St., London EC2M 2RH, UK.
Phone +44 (0) 207 567 4289
> -----Original Message-----
> From: Gavin, John 
> Sent: 12 February 2007 15:01
> To: 'r-sig-jobs at r-project.org'
> Subject: job advertisement - finance - London based
> 
> Hi,
> 
> The following job advert was already incorrectly sent to r-help
> so I am reposting here.
> 
> We are looking for a skilled statistician/programmer 
> seeking 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
> - statistical methodology.
> 
> The primary responsibilities are to develop software, 
> using the R language, for:
> - Handling/analysing high-frequency, real-time, streaming, 
> financial data. 
> - Interfacing R/S-Plus to other languages, especially Java.
> - Applying high-dimensional regression/machine learning applications.
> - Assisting in the prototyping and testing of trading algorithms. 
> 
> For more details please go to
> http://tinyurl.com/36bwe6
> click on 'Search our global job board',
> click on 'Search openings',
> scroll down to 'keyword' and type the job reference
'19257BR'
> and click the search button 
> (sorry but there isn't a more direct link on this site).
> 
> Regards,
> 
> John.
> 
> John Gavin <john.gavin at ubs.com>,
> Commodities, FIRC,
> UBS Investment Bank, 2nd floor, 
> 100 Liverpool St., London EC2M 2RH, UK.
> Phone +44 (0) 207 567 4289
This communication is issued by UBS AG and/or affiliates to\...{{dropped}}