Forum OpenACS Q&A: job: Boston hedge fund programmer

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Posted by Andrew Piskorski on
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!