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Quantitative Finance Jobs for Engineering / Computer Science PhDs
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For our client, a leading progressive and successful asset management copmany, we are looking for a senior hands-on portfolio management applications professionals (Lead and Senior, 7 - 8 years of experience or more) to develop and support...
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Our client, the RMBS trading and quantitative research and quantitative development group at a leading Global Investment Bank, is looking for Mortgage Data Quantitative Professionals with PhDs/Masters Degrees and a minimum of 2 - 5 years of...
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Major Hedge Fund seeks PM's with successful absolute return strategies which have had at least 2 years real-time trading exposure. Interested in both systematic algo. traded and, macro strategies, in asset classes such as: U.S. and global cash...
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Our client, a leading and global IB, is looking for lightly experienced or inexperienced finance candidates, i.e. strong performers in research, post-doc, non-finance industries, looking to transition into quantitative research and development in...
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Our client, a High-end Quant Prop Group Prop Group within a Leading Equity Trading and Market Making B/D , is looking for PhDs with a minimum of 3 - 5 years or more of options market making experience to join and lead their strategic initiative in...
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Leading hedge fund is searching for an experienced Quantitative Portfolio Management Professional to lead the Fund's investment management division, focused on long-only and 130/30 strategies. Additionally the candidate in this role will spend 1/3 to...
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Our client, an Credit Opportunities Hedge Fund , is looking for PhDs with a minimum of 1 -2 years of Fixed Income Research ( ABS/Credit), statistical and quantitative modeling, validation, valuation, risk measurement, and management, and pricing in...
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Leading IB firm AND Notable Hedge Fund with offices in New York City / Jersey City / San Franciso / London / Dublin / Hong Kong / Sydney is searching for High-frequency (Commodities, Equities, FX, FI) Professionals to join this very successful and...
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Our client, ABS/MBS/Credit oriented HF , is looking for PhDs with a minimum of 2 - 5 years of Fixed Income Research ( ABS/MBS/Credit), statistical and quantitative modeling, validation, valuation, risk measurement, and management, and pricing in...
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Within a Top Canadian Bank, responsible for the development of application analytics for the Market and Credit risk teams Responsibilities: * Develop and Implement complex pricing and risk models for exotic and vanilla derivatives across multiple...
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Must be currently in a similar role at one of the following firms: Goldman Sachs, Lehman Brothers, Morgan Stanley. Responsibilities: * Development of new models and trading strategies as well as improving existing strategies * Senior level, revenue...
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Global Investment Bank seeks VP or Associate level Risk Modeler to support Market Risk Management in London. Requirements include MS or PhD in finance or related field, and 1+ years of work experience in the industry or as an academic in the field of...
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Global hedge fund seeks junior quantitative analyst for UK equities group. Candidate must have a PH.D in a hard science from a top university and strong quantitative and programming skills. Finance background a plus, but not essential. Candidate must...
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Global Investment Bank is looking to add a Quantitative Analyst to support their Equity Derivative Prop Trading desk. Candidates should be skilled in developing quantitative models & proprietary trading algorithms for equity derivatives. The...
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The firm is a Los Angeles-based investment management firm with more than $54 billion in assets under management across multiple specialized investment strategies. These strategies are broadly classified into marketable securities, private...
