Title: position details

Here’s a job advert for a functional programmer to work at Credit Suisse First Boston.  Nowadays, banks are doing lots of interesting things with computers, and they are pretty knowledgeable about programming languages too.  This modelling and analytics group, who I know slightly, are specifically looking for someone who knows functional programming.  It looks like an interesting job, so I’m taking the liberty of spamming the Haskell and Caml mailing lists.

Simon

 

Credit Suisse First Boston is looking to recruit a Computer Scientist for the Global Modelling and Analytics Group in the Securities Division.

The plans:
To use functional programming concepts to:
evaluate financial models in a distributed environment.
develop domain specific language tools to increase productivity in the creation of financial models.

What we are looking for: An outstanding individual from an academic or research background for a position in New York or London. Prior financial experience is not required. The key attributes that are sought:

An advanced degree with high honours in Computer Science or Mathematics.
Parallel and distributed functional programming expertise.
Experience writing compilers.
Scientific programming experience, preferably C++.
Interest in using academic ideas in a real world environment.
Excellent communication skills in order to convey new ideas to our modelling team.

Alternative employment options:
In order to allow us to attract the best candidates we would be willing to consider flexible employment options; For example, we could offer a position to a post doctoral researcher or tenured academic who is on sabbatical from their academic post .

Contact: Neville Dwyer [EMAIL PROTECTED]

 

Background information on Credit Suisse First Boston & the Global Modelling and Analytics Group:

Global Modelling & Analytics Group: The group develops mathematical models in the area of derivatives and relative value modelling for all business areas of the Securities Division including Interest Rate Products, Foreign Exchange, Equities, Credit, Local currency, Fund Linked Products, CDOs and Mortgages. As the group is based on the trading floor, it is immersed in a highly interactive environment and is ideally placed to effectively respond to the needs of the trading floor and contribute to the genesis of new financial products.  Occasionally, brief trips to our offices worldwide will be necessary

Division:  Credit Suisse First Boston's Securities Division incorporates underwriting, research, sales and trading of a broad range of financial instruments.  These include government and corporate bonds, money markets, foreign exchange, U.S. and international equity and equity related securities, precious metals and real estate related assets.  The division also provides a full range of derivative products that address the financing, risk management and investment needs of its customers.  The Securities division services over 5,000 corporate, sovereign and institutional customers worldwide.

The firm:  Credit Suisse First Boston (CSFB) is a leading global investment bank serving institutional, corporate, government and individual clients.  CSFB's businesses include securities underwriting, sales and trading, investment banking, private equity, financial advisory services and retail online brokerage services.  It operates in 68 locations in 33 countries across 5 continents, and has some 17,000 staff worldwide.  The Firm is a business unit of the Zurich based Credit Suisse Group, a leading global financial services company.  For more information on Credit Suisse First Boston, please visit our corporate website at http://www.csfb.com 

Our commitment to providing outstanding service to our clients, our focus on teamwork, diversity and excellence means our recruitment of the best and brightest people is essential to our success.

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