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Job for functional programmer
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Date: 2005-05-27 (07:53)
From: Simon Peyton-Jones <simonpj@m...>
Subject: Job for functional programmer
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.



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

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 [neville.dwyer@csfb.com]


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 <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.