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Scenarios III: Using Economic Fundamentals to Generate Scenarios: Wilmott Magazine Article
Bill Ziemba 1482 Views

We begin to discuss the vast potential of using economic fundamentals along with various scenario generation techniques to tilt the historical data into better future scenarios.
'Finance Focus' event: Time series databases for high-performance Quantitative Analysis
Organised by Wilmott magazine and 7city and sponsored by Sybase presented by Mike Servent 2845 Views

In an age in which commercial quantitative tools are both powerful and affordable, quantitative analysis is often limited by data considerations. An increase in the ease and speed with which data can be incorporated can enhance productivity and lead to better research. In this presentation we review some typical quantitative data storage requirements, and some possible solutions. We illustrate an approach developed at OMAM which uses a novel relational database schema to provide outstanding performance. Mike Servent is Head of Quantitative & Modelling Systems at Old Mutual Asset Managers, UK. His team forms part of the Quantitative Strategies Group at OMAM which runs Global Equity Market-Neutral and Long-only funds with approx $ 2.5 billion AUM. The team provides quantitative platforms including statistical packages, optimisers, databases and reporting systems, as well as OMAM's proprietary quant models. Previously Mike has worked at MSCI Barra and at BITA Risk.

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Experienced Algorithmic Quant Analyst - High Frequency Desk - NJF472
Experienced Algorithmic Quant Analyst - High Frequency Desk

About the Job
Top US Bank is looking to hire an experienced quantitative analyst with algorithmic trading high frequency experience to join one of the market’s most renowned systematic trading platforms. The successful candidate will be involved in the research, design, development and execution of algorithmic quantitative models, predicting price movements and trading automatically.
 
Key Requirements:
-First-rate working experience in model development (market making, prop risk) or Risk model development / portfolio optimization within equities.
-3 years plus of experience as a quant analyst in an investment bank or a hedge fund.
-A  PhD in an analytical discipline (Statistics, econometrics, signal processing) or an exceptional Masters  qualification .
-Exceptional C++ programming experience on Linux
-Flexibility to start within the near future (Consideration for standard notice period  will be  taken into account).
 
Please Send Your Resume to: w.murday@njfsearch.com
 
quant, quant finance, statistical arbitrage, statistics, maths, C++, PhD, optimization, quantitative, high frequency, algorithmic quant
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