[cmath] Financial Mathematician - Lake Shore, Group of Companies

[Alan Kelm]

JOB DESCRIPTION - Financial Mathematician

DIVISION
Research and Development

REPORTING
Reports to Senior Partner of Research and Development

PROFILE
Your initial responsibility will be to continue with the development we 
have started with multi-variate risk analysis models and optimization 
strategies. Additional responsibilities will include development of the 
mathematical equations and literature to support this project and other 
projects as they may arise. You will be working closely with the senior 
asset managers and assisting them with your technical mathematical 
expertise. You will be responsible for mathematical research with all new 
initiatives.

TECHNICAL SKILLS
Experience and knowledge in the following areas is an asset but an 
authority is not required.

- Experienced working in a MATLAB environment
- Time series analysis
- GARCH and ARMA modeling
- Univariate distribution modeling
- Variance at Risk (VAR)
- Extreme Value Theory
- Peaks over Threshold
- Monte Carlo simulation
- Optimization techniques
- Derivative security modeling (less important).
- Knowledge of copulas

PROFESSIONAL SKILLS

- University degree in mathematics, preferable Masters in Mathematics or
   Financial Mathematics
- Strong technical and research skills is essential
- Practical experience with the technical skill sets is an asset, however
   academic experience is acceptable
- Ability to work independently as well as to be effective in a group setting

JOB ENVIRONMENT

- Based in Oakville/Burlington area
- Hardware and Software requirements will be provided
- An office will be provided but there is flexibility to work from home

CONTACT INFO:
Katherine Slak
katherine_slak at yahoo.ca

---------------------------------------------------------------------------
This employment position is among those listed in the Employment section
of the CMS website:
      http://cms.math.ca/Employment
-------------- next part --------------
A non-text attachment was scrubbed...
Name: Financial_Mathmatician.pdf
Type: application/pdf
Size: 50542 bytes
Desc: 
Url : https://mail.cms.math.ca/pipermail/cmath/attachments/20070227/2bf8956f/Financial_Mathmatician.pdf