Jane Street Capital (http://janestcapital.com) is a proprietary trading company located in Manhattan. We're looking for students interested in internships for the summer of 2006. Jane Street is an open and informal environment (you can wear shorts and a t-shirt to the office), and the work is technically challenging, including systems programming, 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. Here's what we're looking for from candidates: - A commitment to the practical. Both development and research are tightly integrated with our trading operation, and we work very hard to keep our work relevant. One of the big attractions of the job is the opportunity to apply serious ideas to real-world problems. - Great communication skills. We need people who can explain things clearly and cogently, who can read dense academic papers and write clear documentation. - Strong programming skills. Most of our programming is in OCaml, so being a solid Caml hacker is a big plus. Extra points for deep knowledge of OCaml internals and experience wrapping thorny libraries. But we're also interested in great programmers who we are convinced will be able to pick up OCaml quickly, so anyone with high-level of proficiency with functional languages would be a good match. - 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 Unix/Linux skills --- We're looking for someone who knows their way around the standard Unix tools, can write makefiles, shell scripts, etc. We're also very interested in people with serious systems administration and architecture experience. Summer interns are paid quite well, and we can help out with housing costs if you don't live nearby. If you're interested, please send a cover-letter and resume to: yminsky@janestcapital.com -- Yaron Minsky <yminsky@janestcapital.com>