OCaml-related job announcement

[Yaron Minsky <yminsky@janestcapital.com>]

Jane Street Capital (an affiliate of Henry Capital
<http://henrycapital.com>) is a proprietary trading company located in
Manhattan. The quantitative research department is responsible for
analyzing, improving, and generating trading strategies.  It's an open
and informal environment (you can wear shorts and a t-shirt to the
office), and the work is technically challenging, including systems
work, machine learning, statistical analysis, parallel processing, and
anything that crosses our path that looks useful.

One unusual attraction of the job is that the large majority of our
programming is done in OCaml.  Pay is competitive, and we're a
reasonably small company (around 85 employees), so advancement is
pretty quick for someone who performs well.

Here's what we're looking for:

 - Top-notch mathematical and analytic skills.  We want people who
   can solve difficult technical problems, and think clearly and
   mathematically about all sorts of problems.

 - Strong programming skills.  Pretty much all of our programming is
   in OCaml, so being a solid caml hacker is a big plus.  But we're
   also interested in great programmers who we are convinced will be
   able to pick up OCaml quickly, so anyone with a high-level of
   proficiency with functional languages could be a good match.

 - Strong Unix/Linux skills --- We're looking for someone who knows
   their way around the standard unix tools, can write makefiles,
   shell scripts, etc.  We use a beowulf cluster for compute-intensive
   jobs, so experience programming for and administering clusters is a
   big plus.

If you're interested (or have any students you think might be a good
match) and would be willing to relocate to New York, please send a
cover-letter and resume to:

  yminsky@janestcapital.com