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PhD Front Office Quant Rotational Program

this job appointment has expired

Location United States,

Remuneration Competitive

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

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