[Haskell] Re: Entry route into Finance for quantitative functional
k.mcbeath at orgtel.com
Thu Sep 6 11:24:50 EDT 2007
The global quantitative analytics group of a London based 1st tier
investment bank is urgently searching for a strong quantitative
developer, with proven experience of functional programming languages.
The group is responsible for the research, development and
implementation of quantitative models across all Rates asset classes.
Initially, the main function of the job will be to contribute to the
extension of their payout framework. The framework has been developed
within the Equity Derivatives area and is based on Haskell. In the long
term you will be responsible for the cross asset payout technology.
This is great permanent opportunity to join a first tier investment bank
and a very successful desk. You will be able to apply cutting edge
functional programming language knowledge in a real world situation,
with both great exposure to the business and multiple asset classes.
A strong candidate will have a great quantitative education and have a
experience of functional programming (Haskell, ML, CaML) as well as C++
experience. Any knowledge of financial products is a plus.
If interested in the role or would like to discuss functional
programming opportunities within finance, please send an up to date CV
and give me a call.
Kyle McBeath | Quantitative Development
5th Floor | 140 Leadenhall Street
London | EC3V 4QT
T: 0207 3372323
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