R-help: Searching for a PostDoc Candidate

PostDoc Position

Econophysics:
  Computational Finance and Financial Engineering

Institute for Theoretical Physics
Swiss Federal Institute of Technology, Zurich

The Institute for Theoretical Physics of the Swiss
Federal Institute of Technology in Zurich, ETHZ,
invites applications for a postdoctoral position
starting in autumn 2006. We expect from the
candidates a PhD degree in Theoretical Physics
or in a related field (Mathematics, Statistics,
Computer Science) with background in financial
mathematics, computational finance, and/or
financial engineering.

We are looking for a young f/m person who has
beside a computer science background experience
in using statistical software for data analysis
and statistical modeling, such as R and/or S-PLUS.
An understanding of capital markets, valuation
of derivatives, portfolio construction and
optimization, financial risk management, and
Monte-Carlo simulations is of great advantage.

Collaboration will be in a small team concerned

* with the open source project Rmetrics,
* with an R Communication and Presentation Server
  project for e-distant learning and content
  management, and
* with the development of new algorithms to model
  volatility and risk, and to implement formulas
  to valuate futures, swaps, options and other
  financial derivatives.

Self-motivated candidates whose research interests
are mainly application and solution oriented are
encouraged to apply. Applicants are requested to
send curriculum vita, graduate transcripts, and
two letters of recommendation to the following
address:
 
PD Dr. Diethelm W?rtz
Institute for Theoretical Physics
ETH - Swiss Federal Institute of Technology
Hoenggerberg HPZ E2
Schafmattstr. 32
CH-8093 ZURICH

wuertz at phys.ethz.ch
www.rmetrics.org
www.itp.phys.ethz.ch*
**
* <http://www.itp.phys.ethz.ch/>