PhD Front Office Quant Rotational Program
this job appointment has expired
Location United States,
Employment type perm
Updated 19th Jan 2018
Company Selby Jennings
Contact Melissa Cortes (NY)
Phone (646) 759-5605
Email click here
This global investment bank is looking for recent
graduates to join their renowned quantitative analytics
rotational program. Throughout this year-long program, these
candidates will gain hands on experience supporting four desks
(Commodities, Equities, Credit and Emerging Markets). From
research to programming to hands on model
development/implementation this exclusive program will give the
industries top junior talent unparalleled perspective and
experience working under the guidance of both VP/ED Quantitative
Analysts and Senior Traders.
Unique to this program is that once the rigorous year is completed these junior/mid-level quants will be evaluated and potentially offered a role supporting one of the four desks they supported throughout the past 12 months.
If you graduated in the top tier of your class, have at least 1 year of applied industry experience and want to gain hand on finance knowledge working alongside the industries top Quants/Traders please apply.
Requirements of Rotational Program | New York
- Ph.D. in a quantitative discipline from a top tier university (i.e. Physics, Electrical Engineering, Financial Engineering, Computer Science).
- 1 year of applied industry experience in a front office or market risk experience
- Exceptional programming skills in SQL, Python, and R.
- Strong understanding of Monte Carlo, Stochastic Calculus, PDE's, Linear Algebra, Markov Chains etc.)
- Strong communication skills.
If you meet the requirements above please submit your CV ASAP