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Computational Finance Position

  • To: mathgroup at
  • Subject: [mg29455] Computational Finance Position
  • From: Lester Ingber <ingber at>
  • Date: Wed, 20 Jun 2001 04:36:35 -0400 (EDT)
  • Organization: Caltech Alumni Association
  • Sender: owner-wri-mathgroup at

              Updated on

   If you have very strong credentials for a position described below,
   please send your resume to:

          Prof. Lester Ingber
          Director Research & Development
          DRW Investments LLC []
          311 S Wacker Dr Ste 900
          Chicago, IL 60606
          Email (preferred) ingber at

   Computational Finance Position
          Experienced programmer in Maxima/Macsyma/Mathematica/Maple and
          Java/C/C++. Previous financial experience preferred. Excellent
          background in Physics, Math, or similar disciplines, at least
          at PhD level.

          This position requires the abilities to work long hours on
          multiple projects, requiring a wide range of technical and
          creative applications (some easy, some hard), transpiring at
          several time scales, with shifting priorities.

          Salary is competitive, with a bonus scaled to your
          contributions to profits of the company.

   Selection Process
          The R&D group will screen all applications, and a long list
          will be generated for phone interviews. Other applicants will
          not be contacted further; in previous years we have had up to
          1000 applicants per position.

          From these phone interviews, a short list will be generated for
          face-to-face interviews in Chicago. Applicants may stay in
          Chicago the previous night if required. To perform due
          diligence, candidates will be asked to spend 1-2 hours on a
          coding exam. They will have opportunities to discuss this
          position with several people in DRW.

 Lester Ingber           ingber at 
 ingber at 

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