PhD Front Office Quant Rotational Program
Employment type perm
Updated 08th Sep 2017
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 | Toronto
- 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