Top Fund - NYC | Outstanding Quantitative PhD Needed


Company:: Selby Jennings
(View company profile)
Location:: New York City, NY
Job Type:: Full Time
Category:: Risk Management


Posted:: 2/8/2013

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Job Description

The role will involve applying mathematical techniques and write software to develop, analyze, and implement statistical models for our computerized financial trading strategies. Specific responsibilities range from examining trading data in an effort to increase profitability, decrease risk, and reduce transaction costs to conceiving new trading ideas and devising the simulations needed to test them.

The successful candidate will be very talented and possess an outstanding academic record, in either maths, physics, engineering or computer science. Candidates with a history of excellence, awards and honors are more likely to be considered and those who have shown motivation to get into the finance world and those who have completed research and publications will always stand out.

Desired Skills & Requirements:
-Ph.D from a top institute, in any of the following Physics, Mathematics, Electrical Engineering, Computer Science or relevant subject
-Post-doc or research roles at top-tier institutes
- Experience with programming languages, such as C++, Java, Matlab etc.
-Highly cited publications and papers

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