Research Position
Grinham Managed Funds
Sydney, NSW, Australia
 

Grinham Managed Funds is one of the Southern Hemisphere's largest Hedge Fund Managers. Managing in excess of $1 billion we trade in over 40 futures markets into 9 countries, 24 hours a day.

We would like to increase the size of our research group and so are looking for an individual to fill a newly created permanent research position. The primary task will be to undertake research into the detection and exploitation of robust statistically significant patterns within financial time series data. This is a task which has the potential to encompass a diverse range of research directions. Consequently the role will have a broad scope.

The successful applicant will have a Ph.D. in physics, statistics, mathematics, computer science, engineering, finance or a related field. All levels of experience will be considered. Competency in software development is essential and a thorough knowledge of one or more of C/C++, Matlab/Octave or related languages will be required. Past research experience in any of the fields of finance, complex systems, statistical and numerical analysis, machine learning, pattern recognition, time series modelling or related would be highly regarded. Prior knowledge of or experience in finance is however not a pre-requisite. Applicants should be willing to work closely with other researchers and with I.T. professionals within the company.

This is an exciting, intellectually challenging and rewarding role for someone with enthusiasm and imagination. The work environment is friendly and informal. Salary will be commensurate with experience. Bonuses are linked to the firm's performance.

Individuals who are interested may apply by emailing their resume to: Research@gmf.com.au

Please note that previous applicants need not reapply.

Apply now. (Posted 21 February 2006).

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