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[Industry News from Automated Trader] Algorithmic Trading News | New York University Develops the “Super ...: “Wall Street has long looked to Stern for financial management talent and to Courant for quantitative finance talent. For those who aspire to build robust careers on Wall Street, our new joint program will give students the best of both worlds, with unparalleled access to the latest financial research and practice,”

[Quantnet.org - Financial Engineering Forum] ALGORITHMIC TRADING CONFERENCE : New York, October 3rd 2008 ...: The explosive growth of algorithmic trading has challenged academia and industry to explore the foundations of this emerging area of quantitative finance. The Mathematics in Finance masters Program at NYU and Finance Concepts are pleased to present this conference, which brings together leading market practitioners and academics to discuss the latest advances in algorithmic trading, dynamic portfolios, optimal execution, and risk.

[Financetech - All Stories] HFT Shops Influence Job Market on Wall Street: As a sign of the growing interest in working at high-frequency trading firms, Kolm relates, a three-day workshop on high-frequency finance and quantitative strategies held by the Courant Institute in June was sold out, and the institute is repeating the program this December in New York. Further, Courant is evolving its curriculum to cater to the new demands of buy-side firms, according to Kolm, who previously worked at Goldman Sachs Asset Management.

[Harvey Mudd College News] Neil Chriss Named Harvey Mudd College Trustee: . He was previously a managing director, head of quantitative strategies and a member of the operating committee at SAC Capital Management. Before joining SAC, he was founder and president of ICor Brokerage Inc., an electronic derivatives trading firm. Prior to ICor, Chriss was a portfolio manager in the Quantitative Strategies group at Goldman Sachs Asset Management in charge of volatility arbitrage strategies.

[QuantNetwork - Financial Engineering Forum] Article: High-Frequency Trading Firms Seeking Tech Talent ...: According to Petter Kolm, deputy director of the mathematics and finance program at New York University's Courant Institute, whose master of science of mathematics in finance program specializes in quantitative finance, "What they need is people with very strong programming skills, so they get them directly out of schools or through other channels. It's called 'real-time system experience.' These are people who have the experience of writing code and analyzing huge amounts of data and the ability to move data back and forth quickly.

[The Trade News - Working for the buy-side] Pragma hires quantitative engineering VP | The Trade News: Pragma Financial Systems, a New York-based quantitative financial software provider, has hired Dr Eran Fishler as vice president of quantitative engineering. Fishler will lead development of short-term risk models and algorithms for TradeEngine, Pragma’s advanced trading platform, which integrates portfolio selection, risk management and algorithmic execution.

[whatsupnyc] Permalink - What's Up: NYC: Susan Tabak, it appears, is the author of blog/book Chic in Paris and she and her publicists want to give you free champagne and food, so I would just brush up on my haute couture socialites (or not) and head over there to bring some ....

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