Phd Quants Analysts, Statistical Arbitrage, Trading
Selby Jennings
Selby Jennings Offices:
London
145 - 157 St. John Street
London
EC1V 4PY
145 - 157 St. John Street
London
EC1V 4PY
New York
410 Park Avenue
15th Floor
New York
NY 10022
410 Park Avenue
15th Floor
New York
NY 10022
Hong Kong
20/F Central Tower
28 Queens Road
Central
Hong Kong
20/F Central Tower
28 Queens Road
Central
Hong Kong
Portal: Capital Markets Function: Trading
Ref. No.: cvghljhgfdswertyuiuy Location: London - City
Contract: Full-Time PERMANENT position
Contract details: Highly Competitive
Salary: £500,000 to £500,001 - Highly Competitive
Start: 10 June 2008, Immediate
Ref. No.: cvghljhgfdswertyuiuy Location: London - City
Contract: Full-Time PERMANENT position
Contract details: Highly Competitive
Salary: £500,000 to £500,001 - Highly Competitive
Start: 10 June 2008, Immediate
Top tier EU investment Bank now hiring!
A top tier investment bank is actively hunting the best junior PhD’s on a global scale to join their Quantitative platforms in London. There are a number of new roles that must be filled with the most talented individuals in the market.
The roles range from front office quantitative modelers and implementers where the successful candidates will work with the proprietary traders on a daily basis and run a number of functions including t
Top tier EU investment Bank now hiring!
A top tier investment bank is actively hunting the best junior PhD’s on a global scale to join their Quantitative platforms in London. There are a number of new roles that must be filled with the most talented individuals in the market.
The roles range from front office quantitative modelers and implementers where the successful candidates will work with the proprietary traders on a daily basis and run a number of functions including the mathematical modeling, development and implementation of various models. Other roles include positions for statistical arbitrage quants and algorithmic traders.
These opportunities are exceptional and simply do not come about on a usual basis. This is a highly reputable bank which is still in the top 3 banks globally even post sub prime crisis / credit crunch. The ‘on the job’ training that the successful candidates will receive is second to none and the opportunities here are the best.
Only the very best candidates with the best PhD’s and from the best schools will succeed. The candidates who will get the roles here will be educated in a highly quantitative course like mathematics, physics or engineering. Throughout your education you will have covered a variety of mathematics which may include stochastic calculus, PDE’s, ODE’s or SDE’s and Brownian Motion.
Other skills may include Monte Carlo Simulations, Statistical Analysis, financial modeling and programming in C++ / Java / Matlab.
These opportunities are exceptional and will set an outstanding career foundation for the successful candidates; remuneration is also highly competitive.
Please apply to:
quantexotic@selbyjennings.com
www.selbyjennings.com
A top tier investment bank is actively hunting the best junior PhD’s on a global scale to join their Quantitative platforms in London. There are a number of new roles that must be filled with the most talented individuals in the market.
The roles range from front office quantitative modelers and implementers where the successful candidates will work with the proprietary traders on a daily basis and run a number of functions including the mathematical modeling, development and implementation of various models. Other roles include positions for statistical arbitrage quants and algorithmic traders.
These opportunities are exceptional and simply do not come about on a usual basis. This is a highly reputable bank which is still in the top 3 banks globally even post sub prime crisis / credit crunch. The ‘on the job’ training that the successful candidates will receive is second to none and the opportunities here are the best.
Only the very best candidates with the best PhD’s and from the best schools will succeed. The candidates who will get the roles here will be educated in a highly quantitative course like mathematics, physics or engineering. Throughout your education you will have covered a variety of mathematics which may include stochastic calculus, PDE’s, ODE’s or SDE’s and Brownian Motion.
Other skills may include Monte Carlo Simulations, Statistical Analysis, financial modeling and programming in C++ / Java / Matlab.
These opportunities are exceptional and will set an outstanding career foundation for the successful candidates; remuneration is also highly competitive.
Please apply to:
quantexotic@selbyjennings.com
www.selbyjennings.com
