similar to: quantitative analyst - hedge fund

Hi all. I've been lurking and posting on this list for a few years now. Prior to that, I managed the US Convertible Arbitrage portfolio for Amaranth Advisors. I recently agreed to manage a similar portfolio for a different hedge fund and am looking for someone to join me, essentially as the principal quant for a new San Francisco office. I've been very impressed with the posters on

Stevens Capital Management LP ("SCM") is a registered investment adviser with more than sixty employees that manages a multi-billion dollar hedge fund that has been in business for 20+ years. SCM specializes in the rigorous development and disciplined implementation of empirically based quantitative trading strategies. Our highly productive team works in a fast-paced collegial

Job Description: Stevens Capital Management LP ("SCM") is a registered investment adviser that manages a multi-billion dollar hedge fund that has been in business for 20+ years. SCM specializes in the rigorous development and disciplined implementation of empirically based quantitative trading strategies. Our highly productive team works in a fast-paced collegial environment,

Stevens Capital Management LP ("SCM") is a registered investment adviser that manages a multi-billion dollar hedge fund that has been in business for 20+ years. SCM specializes in the rigorous development and disciplined implementation of empirically based quantitative trading strategies. Our highly productive team works in a fast-paced collegial environment, utilizing extensive data

Dear list subscribers, this is posted in appreciation of the level of skill that subscribers to this mailing list enjoy and in no way to abuse it. We are looking to hire a Research Developer with extensive R and/or python development skills. If interested (below), please contact me directly on osklyar at ahl.com: Man Group / AHL Research Developer [3040] Man is a world-leading alternative

Quantitative Research Analyst Description Boxwood Means Inc., a quantitative research firm that specializes in real estate automated valuation modeling and evaluation, risk analysis, and debt/equity portfolio management, and market analysis is seeking a Quantitative Analyst. The candidate will work closely with the firm's Principals to develop and maintain quantitative models to

Hi everyone I am trying to estimate the optimal hedge variance ratio for cross hedging two commodities. the price levels are used (compared to price change and % price change) and used the OLS with dummy variable for estimating the co-efficients. the equation looks like this Y = B + B1*D1 + B2*X + B3*(X*D1) Where Y = Daily Cash market price D1 = Dummy variable taking value 1 for period Oct-Mar

i am working on the project to analyze hedge fund performance, i would appreciate that if you guys could spare some time helping me out with the R code. Thanks. The senario is: i applied BOXPLOT() to plot the performance of all hedge funds with 7 strategies. And right now in this boxplot I need to plot the points of 30 individual hedge funds from my portfolio. And I applied POINTS() and

Senior Quantitative Research Analyst Based in Irish Life Investment Managers, Lower Beresford Place, Dublin 1 Irish Life Investment Managers (ILIM), the investment management company within the Irish Life & Permanent Group manages assets of circa EUR30bn and provides fund management services to a large domestic and multi-national client base. We provide investment products to both

Hi all i have two data sets, spot and futures cash market prices. to estimate the minimum variance hedge ratio, i first had a glance on the correlation coefficient of relative price change (ln(St / St-1). surprizingly the value is just 0.2 compared to actual price correlation of 0.9. (i did regress the spot change on future change, co-effi is 0.3, and R2 is only 0.025 a) in such scenario can

Hello, I would like to post the below position on your site. Thanks, Quantitative Analyst/Quantitative Developer MSIM Global Risk & Analysis, Quantitative Research & Model Review group Morgan Stanley Investment Management (MSIM), together with its investment advisory affiliates, has more than 680 investment professionals around the world and approximately $279 billion in assets under

Quantitative Research Analyst (New York, NY) Description The Millburn Corporation, a money management firm in the alternative investment business, is seeking a Quantitative Research Analyst to work in our New York City office. The firm trades financial and commodity futures and currency forwards using systematic trading methodologies. The candidate will work within the research group, which is

We are currently in the process of developing and expanding our quantitative analytics function. Led by commitment from the Head of Global Markets and senior management across all asset classes, the function was centralised in June with the view that the quantitative analytics platform should be omnipresent and part of the decision making process throughout the bank. As a result the focus and

Overview Statistical Research Laboratory (SRL) is an established hedge fund and asset management technology company based in London and New York, with significant mandates to provide cutting edge technology solutions to leading investment companies. A highly experienced Quantitative Developer is required to support a rapidly evolving Statitisical Research project based on R. The Quantitative

Man Investments is the Asset Management Division of Man Group plc which is listed on the London Stock Exchange (EMG.L) and is a constituent of the FTSE 100 Index. Man Investments is a global leader in alternative investments providing innovative products and tailor made solutions for private and institutional clients. Through its diverse portfolio of managers it has developed in-depth knowledge

Market Makers Short SREA, Watchers Pick It To Explode! Score One Inc. (SREA) $0.31 SREA hit price spikes of 600% last week and is still hold at a 300% increase as Market Makers are pushing it down to grab control. Stockprofiler.us, Businessnewsnow.us, & OTCPicks.com all pick it to take off. Get in on the Market Makers play and grab SREA first thing Wednesday! Acceptance of third party money

Position: Software Developer/Quantitative Analyst - New York - Fixed Income We are searching for a software developer with 3 to 6 years experience in software design and implementation. Qualified candidate should have superior quantitative skills, disciplined programming habits, and extensive knowledge of fixed income products and technology platforms. Candidate will work closely with front

2005 APPLIED QUANTITATIVE ANALYTICS IN FINANCE EVENT o OCTOBER 6, 2005 o LONDON Please join us at the Museum of London for a series of guru-led presentations, networking, and demonstrations by academic and business thought leaders in finance from Basel II Committee, Swiss Union of Raiffeisen Banks, Swiss Federal Institute of Technology (ETH) in Zurich, UBS Warburg, Ingenious Media Plc. and

Computational Finance and Financial Engineering 1st R/Rmetrics Summer School and 4th User/Developer Meeting Meielisalp, Lake Thune Switzerland, June 27 - July 1, 2010 Late Registration: https://www.rmetrics.org/meielisalp2010-registration Students: Apply for Student Scholarships www.rmetrics.org *** Rmetrics 2010 - Don't miss it ! ***

Summer Internship at ETH Zurich "Dynamic Portfolio Asset Allocation" We offer a 3-months internship starting midth July 2008. The topic addresses "Dynamic Portfolio Asset Allocation" including alternative instruments and hedge funds. The goal will be to compare the robust mean-variance, the lower partial moment and the conditional value-at-risk approaches for portfolio