The small Boston based R&D/Modeling group of a New York based hedge
fund wants to add an additional programmer to full-time staff.
This Boston group is responsible for both development and production
deployment of financial models, using e.g. Unix, Oracle, R/S-Plus,
OpenACS, Tcl, C, etc.
The right person for this job should:
-
Be located in the Boston area. Weekly meetings are in Weston, MA,
but otherwise you'll work from home.
-
Have a strong database background. ACS/OpenACS experience a big
plus.
-
Be self-starting, flexible, and easy to work with.
Specific tasks and schedules are discussed, defined, and set at the
weekly meetings, but some of the things you might likely work
on are:
-
Upgrade and maintain OpenACS based intranet, custom functionality,
use of general purpose OpenACS packages, and combinations leveraging
the two.
-
Extend and improve financial data warehouse using Oracle.
-
Maintain and extend custom data collection tools in Tcl and C.
-
Build c. 500 GB warehouse of NYSE tick data.
-
Evaluate PostgreSQL for specifc uses, investigating features such as
Oracle-style point-in-time recovery using the write-ahead log,
user-defined aggregates, SQL3 temporal query support, and embedding
the R statistical language.
-
Learn R, S-Plus and gradually become more involved in creating
financial models and strategies.
If you're a good fit for this, please contact me! Send a resume (or a
link to an online resume) to me, I'll forward it to the appropriate
person, who'll get in touch with you. Thanks!
