t*******8
发帖数: 67 | 1 Hi, all,
One hedge fund is looking for a highly quantitative-oriented and
versitle individual to work on modeling for fixed-income securities
trading. A Ph.D in applied math, physics, and engineering fields
preferred. Must have sound understanding of numerical and have numerical
modeling and programming experiences. Knowledge of widely used numerical
systems (Matlab, R, Numerical recipes), scripting languages (python,
perl, javascript, shell programing), databases, or programming languages
(C/C++, java) a plus.
Looking for a candidate who can use a variety of approaches to tackle ad
hoc modeling challenges and deliver concrete, practical solutions
quickly. No prior finance or fixed-income knowledge required.
If you are interested, please send word version resume to
t**[email protected]
Best regards,
Thomas Gan, Ph.D.
Vice President
Options Group
www.optionsgroup.com
http://www.linkedin.com/pub/tom-gan/3/64b/93a | x********o
发帖数: 519 | |
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