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| Finformatics: Samurai GARCHkillers: Wilmott Magazine Article |
| Kent Osband |
1128 Views |
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In which the ubiquity of GARCH gets a swift
Katana to the Bento box. Having long admired Julius Irving's abilities as a
basketball player, the world was even more impressed to discover his
talents as a novelist. The World According to GARCH, written in 1978, was
an instant bestseller; and the screen version in 1982 was just as popular.
Soon economics departments joined in, adapting GARCH to their purposes. It
is now the favored technique for estimating the volatility of financial
time series. But I think things have gotten way out of hand.
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| Commodities Quantitative Research Analyst - Quant Driven Asset Management Firm NY $450k - MA227 |
Commodities Quantitative Research Analyst - Quant Driven Asset Management Firm NY $450k
Successful multibillion dollar asset management firm seeks a Commodities focused Quantitative Research Analyst to join their asset allocation team focused on proprietary strategies. Working alongside top class portfolio managers, researchers and traders, you will be responsible for developing new and improving existing strategies.
Your specific contribution will be to develop proprietary commodity quantitative trading strategies from scratch and work directly with talented portfolio managers to implement commodity trading strategies. You will leverage your strong knowledge of statistical and economic research to analyse financial data related to commodity strategies and add features to the proprietary research system to implement new research ideas.
This is a very elite group and as such, my client is interested in speaking to candidates with a stellar academic and professional track record. You will have a degree in a quantitative field (eg Computer Science, Maths, Physics, and Economics) and have 2-4 years experience in the financial industry, with a significant proportion of that time spent in the Commodities space. You will have strong object oriented programming experience in C++ or Java and have strong scripting experience with Python ideally. You will have a true passion for research and strong ability to verbally communicate financial and mathematical concepts
If this position sounds interesting to you , then please send your resume in confidence to Ada Offonry - a.offonry@mavenalpha.com or call on +44 (0) 20 3178 5678 for a discussion. |
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