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Global Risk Management - Hedge Funds Senior Manager Back to Top

GRM – Hedge Funds is a risk management group whose responsibilities include market and credit risk adjudication for transactions with hedge funds, model development for market and credit risk assessment, ongoing monitoring of hedge fund counterparties/transactions and development of systems to support monitoring and reporting. Our team participates in all of the bank’s interactions with hedge funds.

We are looking for people with quantitative backgrounds (Ph.D. preferred) in engineering, physics, mathematics, or a similar field. Applicants must be able to demonstrate a strong interest in the field of quantitative finance but need not have any prior direct experience.

Position Description:

The incumbent will primarily contribute to our team’s efforts to determine margin adequacy for transactions with hedge funds which may include:

  • Leading the development of analytic models to determine margin adequacy, including independent and self directed research, design and testing.
  • Working with the front office to analyze, evaluate, and improve margin methodologies and product offerings.
  • Monitoring margin adequacy on an ongoing basis for live transactions.
  • Building expert knowledge of margining including regulatory requirements, common product offerings, liquidity risk, and tail event risk.
  • Developing prototypes, writing technical specifications, interfacing with other internal and external development teams, and testing production implementations.

The incumbent may also contribute to other team priorities including:

  • Analytic analysis of transactions and counterparties.
  • Monitoring and reporting of the bank’s interactions with hedge funds.

Qualifications:

  • Advanced degree (Ph.D. preferred) in engineering, physics, mathematics, or another quantitative field.
  • Software and model development experience an asset, including experience with C++, SQL, Perl, Python, VBA, and Matlab in both Unix and MS Windows environments.
  • Strong project management and communication skills.

Contact:

Michael Hamp
Director, Hedge Funds – Analytics, Monitoring, and Reporting
Mike_Hamp@scotiacapital.com

(Posted November 20, 2009)

Tenure Track Assistant Professor of Physics at Lehigh University Back to Top

The Department of Physics at Lehigh University seeks to fill a tenure-track position at the Assistant Professor level beginning in August 2010. Candidates should have a PhD in Physics (or equivalent), a strong interest in teaching at both the undergraduate and graduate levels, the ability to conduct a vigorous research program in Experimental Condensed Matter Physics of Nanoscale systems. The successful candidate is expected to become active in research areas such as quantum physics of nanoscale systems, energy applications, nanophotonics, nanoscale systems in biophysics, and to have a strong expertise in nanofabrication.

The Department of Physics has established research programs in condensed matter physics, nanoscience and carbon nanomaterials, nonlinear optics and photonics, soft materials and biophysics, statistical physics, plasma physics, astrophysics, and atomic and molecular physics. We expect the successful candidate to strengthen and complement existing fields, to participate in interdisciplinary activities with faculty in other Departments, as well as at Lehigh's Center of Advanced Materials and Nanotechnology and Center for Optical Technologies.

Applicants should e-mail a single PDF file containing a cover letter, a curriculum vitae, a statement of research and teaching interests, a list of publications, and the names and affiliation of three references, to the Chair of the Physics Search Committee, Department of Physics, Lehigh University, at inphys@lehigh.edu. Consideration of the candidates will commence on January 10, 2010.

The College of Arts and Sciences at Lehigh University is committed to increasing the diversity of the college community and curriculum. Candidates who can contribute to that goal are encouraged to apply and to identify their strengths or experiences in this area. Lehigh University is an Equal Opportunity Affirmative Action Employer. Lehigh University provides comprehensive benefits including partner benefits.

Useful Links:

Benefits provided by Lehigh
About Lehigh
About Bethlehem
Location on Google Maps

(Posted November 3, 2009)

Princeton Fellowships in Experimental Physics (PFEP) Back to Top

The Physics Department aims to recruit and support exceptional recent PhD recipients in experimental physics through a three-year honorific postdoctoral fellowship program. Nominees from all areas of experimental physics will be considered and selected through an annual competition. The selected scholars are expected to work with the existing experimental groups in the department, although those who wish to pursue a specific independent research program will also be considered. Princeton has experimental research programs in Atomic Physics, Biophysics, Condensed Matter Physics, Cosmology & Gravitation, High Energy Physics, and Particle Astrophysics.

This year the Physics Department will select two scholars. We anticipate reaching a steady state of six scholars. One of the scholars will be selected as a Dicke Fellow, in recognition of Princeton physicist Robert Dicke. In addition to salary and benefits, the program will provide a discretionary fund of $6,600 per year for each scholar. Candidates who are not selected for a PFEP will be considered for other postdoctoral positions.

More information may be found at
HTTPS://PHY-APPS.PRINCETON.EDU

TO ENSURE FULL CONSIDERATION
PLEASE SUBMIT ALL APPLICATION
MATERIALS BY NOVEMBER 16, 2009.

(Posted October 12, 2009)

Notre Dame Postdoctoral Position in High Energy Theory Back to Top

The Department of Physics at the University of Notre Dame announces a two-year postdoctoral position in Theoretical High Energy Physics to begin in September 2010. The position is renewable for a third year contingent on funding.

The Notre Dame High Energy faculty includes Ikaros Bigi, Antonio Delgado and Christopher Kolda in theory, and Michael Hildreth, Colin Jessop, Kevin Lannon, John LoSecco, Randal Ruchti and Mitchell Wayne in experiment. The group shares many interests in common with Notre Dame's astrophysics and cosmology group. The group also maintains close ties to its neighboring institutions in Chicago and the greater Michigan-Indiana-Illinois region.

Applicants should submit (electronically) a curriculum vitae, including a list of publications and a statement of research interests, and arrange to have letters of recommendation sent by three senior physicists. These correspondences should be submitted by December 1, 2009 in order to receive full attention.

If a reference is unable to submit electronically, they may send their letter by regular mail to:

Professor Antonio Delgado
Physics Department
225 Nieuwland Science Hall
University of Notre Dame
Notre Dame, IN 46556-5670 U.S.A.

or my email to antonio.delgado@nd.edu.

Further info on this link:
https://academicjobsonline.org/ajo/University%20of%20Notre%20Dame

The University of Notre Dame is an Affirmative Action/Equal Opportunity institution. Women and minorities are especially encouraged to apply.

(Posted September 3, 2009)

Postdoctoral Fellowships at NASA Back to Top

The NASA Postdoctoral Program (NPP) offers unique research opportunities to highly talented national and international scientists and engineers to engage in ongoing NASA research in Aeronautics, Astrobiology, Astrophysics, Earth Science, Exploration Systems, Heliophysics, Planetary Science, and Space Operation.

  • Approximately 60 Fellowships awarded annually
  • One-year appointments, renewable up to three years
  • Annual stipends start at $50,000, with supplements for certain degree fields and high cost-of-living areas
  • Annual travel budget of $8,000
  • Financial assistance for relocation
  • Financial supplement for health insurance purchased through the program

Apply at http://nasa.orau.org/postdoc.

Three application deadlines each year: November 1, March 1, and July 1.

Eligibility:

  • U.S. Citizens
  • Foreign Nationals with a J-1 visa status as a research scholar, Lawful Permanent Resident (LPR) status, or Employment Authorization Document (EAD) with pending LPR status

Recent and senior-level Ph.D. recipients

Locations of Fellowship Positions:

  • Ames Research Center, Moffett Field, CA
  • Dryden Flight Research Center, Edwards, CA
  • Glenn Research Center, Cleveland, OH
  • Goddard Space Flight Center, Greenbelt, MD
  • Goddard Institute for Space Studies, New York, NY
  • Jet Propulsion Laboratory, Pasadena, CA
  • Johnson Space Center, Houston, TX
  • Kennedy Space Center, Kennedy Space Center, FL
  • Langley Research Center, Hampton, VA
  • Marshall Space Flight Center, Huntsville, AL
  • Stennis Space Center, Stennis Space Center, MS
  • NASA Headquarters, Washington, DC
  • Various locations associated with the NASA Astrobiology Institute

To obtain more information and to apply for this exciting opportunity, please visit the NPP Web site at http://nasa.orau.org/postdoc.

(Posted October 6, 2008)

Tenure Track Assistant Professor at University of Maryland Back to Top

The University of Maryland, Baltimore County is announcing a search for a tenure-track Assistant Professor. They are searching for a Biophysicist who is trained and does research in the broad area of nanoscle physics and devices. They are seeking candidates who are also interested in helping formulate new ways to teach introductory physics to life sciences majors.

The Department of Physics at UMBC has 22 tenure track faculty, over 20 research faculty, and 50 graduate students, nearly all of which are pursuing the PhD full-time on campus in Astrophysics, Atmospheric Physics, Nanoscale Physics, or Quantum Optics/Quantum Information Science. The Department's research expenditures exceed $7 million dollars per year. Detailed information about the Department's research and programs can be found at http://physics.umbc.edu.

Questions about the position can be addressed to:

L. Michael Hayden
Professor and Chair
Department of Physics
University of Maryland, Baltmore County
1000 Hilltop Circle
Baltimore, MD 21250
U.S.A.

(Posted September 12, 2008)

 

2009 Student Award Winners Back to Top

The following graduate students are recipients of the 2009 Kaneb Teaching Assistant Award: Douglas R. Berry, Michelle M. Dolan, Robert A. Higginbothom, Qian Li, James Till Matta, and Johanna Pocahontas Olson.

The following graduate students are recipients of the 2009 Outstanding Graduate Dissertation Award. Brian S. Dudley (Professor Christopher Kolda, Advisor) for his dissertation entitled "Flavor Physics Effects on Beyond the Standard Model Physics," and Yilin Wu (Professor Mark Alber, Advisor) for his dissertation entitled "Behavioral Principles of Bacterial Swarming."

The 2009 Outstanding Senior Physics Major Awardees are Patrick R. Brown, Matthew J. Lucia, and Jacob H. Skrabacz. The recipient of the 2009 Outstanding Undergraduate Research Award is Krystyna M. Traudt.

The 2009 Paul Chagnon Award in Physics goes to Kyle B. Neary.

Posted May 19, 2009

Francis M. Kobayashi Research Travel Fund Program Back to Top

Guidelines for the Francis M. Kobayashi Research Travel Fund Program sponsored by the University's Graduate School are now available in the Office of Research Resource Library or on the Web at http://www.nd.edu/~research/funding/kobayashi1.pdf

Deadline = continuous. Proposals are accepted year round. A lead time of two months prior to the date of departure is desirable. Here are some highlights from the announcement: This fund supports travel associated with scholarly activity conducted by the regular full-time faculty. Awards are to subsidize travel expenses incurred in he acquisition, analysis and development of data, and/or the consulting of primary materials, collections or other research resources at off-campus sites. The available funds are limited, and awards will normally not exceed $1,000. Hence, every effort should be made to secure funds from outside sources. Awardees are limited to one award per fiscal year.

 

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Updated on: Friday, November 20, 2009 11:58 AM
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