lucus advisors looking for a stan expert

[Alp Kucukelbir]

hi folks,

lucus advisors are looking for a stan expert.

cheers
alp

Position: Quantitative Analyst / Data Scientist

Lucus Advisors LLC is an innovative investment management firm founded in New York City in 2012. We are seeking an intellectually curious, self-motivated individual with expert knowledge of cutting edge statistical and computational techniques to advance the boundaries of our already expansive and highly successful fundamental research process that boasts annualized gross returns of over 30% and never a down year (including up over 13% gross year-to-date in 2015) over its ~3 year track record.

What should you expect as a member of our team?

· Acquisition or mastery of cutting-edge forecasting techniques

· Knowledge of drivers of fundamental performance of companies

· Thorough understanding of fundamental investment analysis and portfolio management

· Recognition as a leading expert in advanced analytical and programming techniques through speaking engagements and potential open-sourcing of select code

· Exposure to myriad new technologies and theories through interaction with team of fellow technical and investing experts

· Substantial increase in personal wealth and unrivaled increase in your future market value

Responsibilities

· Create Bayesian time-series forecasting models in R, Python, C++, Stan, or Java

· Work with technology team to explore and integrate new data sources

· Develop production code

· Remain current on new developments in applied math, quantitative finance, statistics, behavioral finance, and machine learning

· Rigorously review code and output of other analysts

Skills
Skill levels based on Dreyfus Model (https://en.wikipedia.org/wiki/Dreyfus_model_of_skill_acquisition)

· Expertise in graduate-school level applied math and statistics (required)

· Expertise in statistical / machine learning model construction and parameter estimation (required)

· Proficiency in R, Python, C++, Java, or Haskell programming languages (required)

· Proficiency in time series analysis (required)

· Proficiency in Bayesian statistics particularly Bayesian time series analysis (required)

· Competency in Linux command line (required)

· Expertise (fluent) in both written and spoken English with strong interpersonal and communication skills. Able to effectively communicate core concepts with non-technical teammates (required)

· Advanced beginner knowledge of finance theory (e.g., arbitrage pricing theory) (preferred)

· Advanced beginner in Microsoft Excel modeling (preferred)

Experience

· No professional experience required

· Professional experience as statistician, data scientist / analyst / engineer, quantitative analyst / researcher, or machine learning researcher (preferred)

· Experience analyzing / modeling financial data and particularly equity valuation / pricing models (preferred)

Education

· No formal degree required

· Master's or PhD in statistics, econometrics, math, computer science, or related field (preferred)

Compensation

· Highly competitive salary

· Excellent employer-paid benefits (health insurance for self and immediate family, gym membership discounts, meals, etc.)

· Substantial year-end bonus

Culture
· We are a young but established firm with a young but experienced and accomplished team

· The dress and environment is casual (shorts, sweats, hats, and t-shirts are the norm)

· We are intellectually curious and open to insights from any team members

· We are driven to produce outstanding results for our capital partners and establish our firm as a leader in the asset management industry

Job Type: Full-time

Location: New York, NY



________________________________________________________
Joshua W. Packwood
Lucus Advisors
T: +1 (212) 257-4290| F: +1 (212) 257-4289
E: joshua....@lucusadvisors.com
80 Broad St, Suite 2502, New York, NY 10004
www.lucusadvisors.com
________________________________________________________

[Daniel Lee]

Alp, post this on the users list! It'll get a lot more reach.

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