CQF - June 2011
Subscribe to Wilmott
Follow us on Twitter
join wilmott
login
forums
blogs
wiki
articles
audio visual
file share
news
events
latest jobs
p&d
search
magazine area
cqf
bookshop
about us
subscribe
home
Do not Forget the Economy when Estimating Default Probabilities: Wilmott Magazine Article
Bernd Engelmann & Daniel Porath 1091 Views

Traditional rating systems do not include macroeconomic variables. This article shows techniques to integrate macroeconomic information into a rating model andthen illustrates how the macroeconomic variables improve the performance of a model for small and medium sized companies.
Monopoly 101: Wilmott Magazine Article
Aaron Brown 4300 Views

The board game can teach us about a lot more than just the untrustworthiness of friends and family. Read well, or else do not pass go, and do not collect $100...

Advertise your event here
Wilmott.com has a global membership of 80,000+ quants and risk managers, with a typical reader visiting once a week. Targeted access to top-level practitioners makes the Wilmott Events Board a highly effective way to contact future participants.

There are two ways to place your ad with us.

1. For a single ad, you can place it directly onto the Events Board on the Forum (log on and select 'new topic'). We will then direct you to our payment URL. The ad will remain hidden until we receive payment.

2. Alternatively, and to receive a bulk discount, you can send your ad(s) to us at events@wilmott.com and we will post it/them onto the board for you.

For details and costs, please contact events@wilmott.com.
Quantitative Strategy Research - High Frequency Trading Fund - Leading Algorithmic Trading Group - London - £Competitive
Quantitative Strategy Research - High Frequency Trading Fund - London - Competitive remuneration


Leading Algorithmic Trading Group is looking to hire a "rocket scientist" to apply his knowledge to the field of short term market prediction

Role:

You will be working within a small team of dedicated professionals trading high frequency strategies. You will be utilising your strong analytical and mathematical skills in researching, designing and back testing trading strategies working alongside other quants, traders and IT developers in a very flat structure.

Your responsibilities will include the design of mathematical models for prediction of short term price moves and price discrepancies in the market, with a focus on creation of statistical signals for trading strategies. You role will also include working on the quantitative tools and techniques for strategy evaluation and optimisation currently in use by the group.

Requirements:

Ideally you will be a recent PhD graduate in Mathematics, Physics, Statistics or Signal processing or related fields. You must be hungry to apply your strong theoretical knowledge to real world problems. Previous work experience is a plus, but no financial background is required.

You must be able to put your ideas, signals and algorithms into practice. This means you need to be able to encode them in MATLAB and C++, i.e. good working knowledge in MATLAB and C++ is required. Additional programming experience such as UNIX shell scripting, EXCEL/VBA/database is a plus.

The group is keen to speak to a variety of candidates, but a very strong analytical and theoretical background combined with the motivation to put this knowledge to a practical use is a must.


Job is London based. Competitive remuneration.

Please send your CV to: cberlingieri@liquidcapital.com
Latest Tweets
Now Playing
Free Finance Focus Event with NAG and Wilmott
Finance Focus: Robert Tong
Latest Blogs
Paul
Europe - What's the point?
12 12 11: 2:03 PM
NNT
My Technical Appendix
16 04 09:2:40 PM
Collector
Year Of The Dragon
25 01 12:3:00 PM
Emanuel Derman
RSS Feed to Reuters Blog
01 07 11: 4:02 PM
Satyajit Das
School for Economists
14 12 11: 2:36 AM
DCFC
deMorgans Law
22 07 09: 3:04 PM
Pablo Triana
Models On Models
21 05 11: 4:49 PM
Jan Dash
The 2010 Climate B.S.* Of The Year Award
03 01 11: 10:48 AM
Dan Goldstein
Taxi Drivers Get Bigger Tips When Paid By Credit Card
10 03 10: 10:28 PM
Iris Mack
Lots of Jobs in "Big Data"
22 02 12: 2:29 PM
Cuchulainn
rhod
14 02 12: 9:58 PM