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Trainee Quantitative Analyst, New York
- US - NewYork - New York
- Highly Competitive
- Full-Time Permanent
- Financial Services - Quantitative Analytics
- 29-09-08
Job Description
US hedge fund seeks exceptional PhD candidates for Quantitative rotational program.
My client has over $10bn AUM and operates globally with the best client coverage of any fund. Renowned for training and development the team is well established and a leader in its field.
The incumbent will experience all aspects of the front office team following a senior on a day to day basis. You will receive training and advice and eventually incorporated into the specific team which you best fit.
This is an exceptional opportunity to develop your quantitative skills and business exposure, and will provide you with a jump start in your career in finance.
Responsibilities
Trading
Working closely with the structuring team to develop new products
Executing trades on the new products
Ultimately trading structured variance swaps and exotic products
Structuring
Providing bespoke multi asset structured products solutions for clients such as pre-defined derivative payouts
Designing derivatives trading strategies
Structuring model-driven asset allocation strategies
Marketing and pitching, in client meetings and on roadshows
Quantitative analysis
The development and implementation of mathematical models for the trading desk
C++ and MATLAB programming
Building analytical tools for the trading desk
Specification
A PhD or MSc from a top school in a highly quantitative subject, e.g. Mathematics, Physics, Financial Engineering
Knowledge of Brownian Motion, Stochastic Calculus, Ito Calculus, Martingales, PDE’s and ODE’s, Monte Carlo simulations and further financial reading- Hull and Wilmott.
Exceptional programming skills in C++/ C and MATLAB
The ability to work individually and as part of a team.
Please apply to jobs@selbyjennings.com with CV in Word format
www.selbyjennings.com
My client has over $10bn AUM and operates globally with the best client coverage of any fund. Renowned for training and development the team is well established and a leader in its field.
The incumbent will experience all aspects of the front office team following a senior on a day to day basis. You will receive training and advice and eventually incorporated into the specific team which you best fit.
This is an exceptional opportunity to develop your quantitative skills and business exposure, and will provide you with a jump start in your career in finance.
Responsibilities
Trading
Working closely with the structuring team to develop new products
Executing trades on the new products
Ultimately trading structured variance swaps and exotic products
Structuring
Providing bespoke multi asset structured products solutions for clients such as pre-defined derivative payouts
Designing derivatives trading strategies
Structuring model-driven asset allocation strategies
Marketing and pitching, in client meetings and on roadshows
Quantitative analysis
The development and implementation of mathematical models for the trading desk
C++ and MATLAB programming
Building analytical tools for the trading desk
Specification
A PhD or MSc from a top school in a highly quantitative subject, e.g. Mathematics, Physics, Financial Engineering
Knowledge of Brownian Motion, Stochastic Calculus, Ito Calculus, Martingales, PDE’s and ODE’s, Monte Carlo simulations and further financial reading- Hull and Wilmott.
Exceptional programming skills in C++/ C and MATLAB
The ability to work individually and as part of a team.
Please apply to jobs@selbyjennings.com with CV in Word format
www.selbyjennings.com
- The Team
- n bvnghghyghght
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