Credit Suisse is seeking to recruit an expert in functional programming for a senior role in the Global Modelling and Analytics Group (GMAG) in the Securities Division. Cross-posted from http://cs.hubfs.net/forums/thread/7066.aspx:

The group consists of about 140 people worldwide. The majority of the group are mathematicians engaged in developing mathematical models for financial products traded by the division. Approximately 20 people are primarily computing experts, based in the Architecture and Delivery (AD) subgroup within GMAG. The successful candidate will be based in the R&D section of AD (7 people), which focuses on projects designed to improve the productivity of the modellers.

We are already making heavy use of functional programming within the group, primarily Haskell and F#, and we expect to increase this in the future. Some information about our Haskell projects can be found here: http://www.haskell.org/communities/05-2008/html/report.html#sect7.4; we have recently adopted F# for implementing and deploying models on the .NET platform. Our team will be working closely with the modellers to help them leverage functional programming to improve the design of their code.

Key requirements:

An exceptional academic track record in functional programming including a significant publication history.
Significant experience of "real-world" computing environments, preferably using functional programming.
Excellent communication skills in order to convey new ideas to our modelling team.

Location: London or New York

Contact:

Howard Mansell <howard.mansell@credit-suisse.com>

Howard will be attending ICFP 2008 and associated workshops - if you'd like to discuss this with him in person, get in touch with him by email (please also email ganesh.sittampalam@credit-suisse.com).