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PhD Rotational Training Program : Quant Trading., New York/Chicago
- US - NewYork - New York/Chicago
- Highly Competitive
- Full-Time Permanent
- Financial Services - Trading
- 24-04-08
Job Description
In true pioneering form this globally renowned multi-strategy hedge fund is launching a Rotational Training Program for talented PhD and Masters educated Mathematicians, Statisticians/Econometricians, Computer Scientists, Statistical Physicists and Electrical Engineers. The Program gives you the opportunity to experience and expertise across the entire Front Office business:
- Global Multi-strategy Hedge Fund and Asset Manager with $Mulit-billion AUM
- Proprietary, Market Making, Client Flow and Execution businesses.
- Trading strategies encompass high-frequency, statistical arbitrage, systematic global macro.
- You will gain expertise within Quantitative Trading, Algorithmic Development and pre/post-trade Analytics
- Exposure across Equity, Fixed Income, Credit, FX and Commodities businesses.
- Mentorship: you will be mentored by a senior member throughout the program.
- Receive both practical and classroom based training from market leading figures within the Quant space.
The Program has been designed to develop future leaders by improving your business acumen and enabling you to determine the best role to suit your skills and aspirations. Relevant quantitative academics combined with extensive academic and personal research within Data AnalysisSignal processing, Time series analysis, Bayesian statistics, Kalman filtering, Econometric financial regression/forecasting modeling is highly desirable. Early application is advised, please submit your Resume to explore further.
qfm@selbyjennings.com
Michael@selbyjennings.com
00 44 (0)207 019 4137
www.selbyjennings.com
- Global Multi-strategy Hedge Fund and Asset Manager with $Mulit-billion AUM
- Proprietary, Market Making, Client Flow and Execution businesses.
- Trading strategies encompass high-frequency, statistical arbitrage, systematic global macro.
- You will gain expertise within Quantitative Trading, Algorithmic Development and pre/post-trade Analytics
- Exposure across Equity, Fixed Income, Credit, FX and Commodities businesses.
- Mentorship: you will be mentored by a senior member throughout the program.
- Receive both practical and classroom based training from market leading figures within the Quant space.
The Program has been designed to develop future leaders by improving your business acumen and enabling you to determine the best role to suit your skills and aspirations. Relevant quantitative academics combined with extensive academic and personal research within Data AnalysisSignal processing, Time series analysis, Bayesian statistics, Kalman filtering, Econometric financial regression/forecasting modeling is highly desirable. Early application is advised, please submit your Resume to explore further.
qfm@selbyjennings.com
Michael@selbyjennings.com
00 44 (0)207 019 4137
www.selbyjennings.com
- The Team
- jhhghtgewrtyuioiuytr
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