Prev: How to skip/ignore NaN's when calculating means
Next: haar wavelet transform detect blur , blur estimation
From: Tom Redhead on 4 May 2010 13:07
Our client, a major London Hedge Fund, is looking to hire an experienced Quantitative Developer to join their team in London.
We are looking for a strong professional with preferably 3-6 years Matlab programming experience within a user focused background. Knowledge should cover financial programming as well as GUI and scripting. Experience scripting (Python a plus) and SQL databases as well as VBA

Key resposibilities
Conduct Matlab developments within the quant framework.
Development:
- statistical analysis tools
- implementation of frameworks specified by the investment or quant team
- trade analysis tools
- excel addins
- tools for backtesting of hypotheses
Developing interfaces (graphical and others) through matlab and excel
Develop robust processes around the quant platform and integration with risk management (secondary) These are likely to be done in a different language

Feel free to reply to this post or drop me an e-mail at tom.redhead(a)selbyjennings.com
 | 
Pages: 1
Prev: How to skip/ignore NaN's when calculating means
Next: haar wavelet transform detect blur , blur estimation