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I work for a firm of option traders that is looking for a new Head of
Analytics. A job description follows.
!!! $100 offer !!!
The firm is willing to offer $100 to anyone whose assistance we find has
been DIRECTLY instrumental in us filling the position. (For example, if
you provide an essential referral, or you provide us with key
information that we didn't have, that leads to us filling the position.
You'll have to trust us to be fair about this.)
We are looking for someone who brings experience in stock pattern
recognition software and real time trading systems as well as option
modeling. We are particularly interested in people from highly
quantitative proprietary trading firms or from quantitative research at
a major Wall street firm.
Please respond to:
Aram Antaramian (email: aramar@xxxxxxxxxxxx)
Please do not respond to me or the list as I shall be out of touch from
tomorrow for at least two weeks.
Mike
Job description:
===============
Manager - Research and Analytics
Cutler Group, LP, is a fast growing proprietary trading firm
specializing in financial derivatives. We are seeking a head of Research
and Analytics who will be responsible for managing a staff of 3 advanced
degree research engineers and report to the firm's chief executive.
Management responsibilities will include motivation, goal setting and
performance review. To the extent the area is successful and new staff
are required you will be responsible for recruiting and training new
hires.
Your area will be responsible for researching, creating, testing and
implementing short-term asset performance (directional) models and
derivatives valuation models. Model selection and testing will be based
on performance against historical data and an intuitive understanding of
the issues underlying model performance. Other responsibilities will be
acquisition and management of testing database, supporting and tuning
current models, coding, debugging and documenting all new models, and
working closely with the technology staff to integrate the models into
our overall technology system.
The successful candidate MUST have experience building and implementing
automated or semi-automated trading models for use in real time trading
systems, preferably at a proprietary trading firm and with models that
been rigorously tested with advanced statistical methods. An advanced
degree in statistics, economics, computer science, mathematics, or a
related field is required. Experience using time series modeling,
statistical and numerical analysis is highly desirable.
Software development experience is required, preferably in C++. Database
and MFC experience preferred. Experience with real data is also highly
desirable.
We are generally looking for someone with extensive experience and
expertise in the required areas who can 'hit the ground running' by
quickly developing and implementing new models; and we are willing
provide compensation commensurate with those requirements.
Compensation includes salary, performance based bonus, full benefits and
equity participation. Performance based compensation will be tied to the
subjective and objective performance of the models and to the
performance of the overall firm.
Only short listed candidates will be contacted.
Please see our web site www.cutlergrouplp.com to learn more about us.
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