Steve Cohen writes:
My [Cohen’s] firm is looking for strong candidates to help us in developing software and analyzing data using Bayesian methods.
We have been developing a suite of programs in C++ which allow us to do Bayesian hierarchical regression and logit/probit models on marketing data. These efforts have included the use of high performance computing tools like nVidia’s CUDA and the new OpenCL standard, which allow parallel processing of Bayesian models. Our software is very, very fast – even on databases that are ½ terabyte in size. The software still needs many additions and improvements and a person with the right skill set will have the chance to make a significant contribution.
Here’s the job description he sent:
Bayesian statistician and C++ programmer
The company
In4mation Insights is a marketing research, analytics, and consulting firm which operates on the leading-edge of our industry. Our clients are Fortune 500 companies and major management consulting firms.
We solve tough business problems with quantitative creativity, results-oriented and powerful models, robust response tools and techniques, and uncommon know-how.
We need talented, creative, superior thinkers and leaders to join us and to help create an organization that will become the one that clients will want to work with and that people will want to work for.
We are located in Needham, Massachusetts, just 20 minutes from downtown Boston. We offer competitive salary, health/dental care, and a 401K program.
The position
We are searching for an experienced statistician/developer who knows both Bayesian statistics AND programming in C++.
For Bayesian statistics, the candidate MUST have experience with:
• MCMC methods, including Gibbs sampling, Metropolis-Hastings sampling, and slice sampling
• Econometrics and/or mathematical statistics, with strong knowledge of regression and choice models (e.g. logit, probit, tobit)
As a developer, you MUST know:
• C++ exceptionally well
• R and/or S-Plus
• Knowledge of SAS is helpful, but not required
In addition to statistical software development, the position involves aiding in statistical modeling of large transactional databases. Consultation with other staff and clients on interpretation and analysis of advanced models is also part of this job.
Next steps
If you are interested in this position, please send an updated resume with salary requirements to [email protected]. See our website www.in4ins.com for additional details about the company.
Please highlight for us:
• Your statistical experience
• Experience with Bayesian estimation methods
• Experience with C++
• Experience in developing production-level software