[grad-students] Fwd: Financial Mathematician - Lake Shore, Group of Companies

[Marcus Emmanuel Barnes]

Begin forwarded message:

> Date: February 27, 2007 8:49:05 AM PST (CA)
> Subject: [cmath] Financial Mathematician - Lake Shore, Group of  
> Companies
>
>
> 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
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