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PhD Front Office Quant Rotational Program

Location Canada,

Remuneration Competitive

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

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