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 this list and am hopeful that some of you will consider submitting your resume for the position.
The job announcement follows. Franklin Parlamis (My apologies for posting in both sig-finance and devel -- finance experience is not mandatory) *** Statistician/Programmer Sought for San Francisco Hedge Fund Office. Pine River Capital Management (with assets under management in excess of USD 750 million and offices in Minneapolis, London and Hong Kong) is seeking a Statistician/Programmer for its new San Francisco office. You will be responsible for designing and programming modeling tools used in convertible and capital structure arbitrage. You will also be responsible for analyzing market data to identify trade opportunities as well as promising hedging strategies. You will work in a small office environment, on the trading desk and directly with the portfolio manager. Ideally you will have a PhD in Statistics or a closely related discipline and significant experience with a statistical programming language such as S. Other pluses include a background in Bayesian inference and experience with object-oriented programming. In addition to base compensation, a performance bonus is anticipated to be paid out of book trading profits. Candidates should please email their resumes to [EMAIL PROTECTED] ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
