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Popular Searches
Resources
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My client, a Global Hedge Fund with $ billion's under management is looking to expand their business and to bring on board extremely talented high frequency systematic traders. Ideal strategies will be based around statistical arbitrage and...
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A well established Hedge Fund based in Mayfair, with significant capital available to be invested behind new strategies, is looking for a senior systematic FX trader to come on board and implement their strategy as a major new part of the business....
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We have several opportunities available for candidates with PhDs in math, physics, statistics, chemistry or engineering. Exposure Management -- analyze credit risk of individual derivative trades, typically structured, across all products in the firm...
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Profitable Investment Bank in New York City is hiring a high frequency Stat Arb Quant Strategist with C++ / JAVA to contribute to the money being made on the team. You will join a Statistical Arbitrage team of 30 focuses on the equity space and works...
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The person in this role will implement new investment valuation models and maintain previously built models as a member of the quantitative analysis group. Candidates will have tremendous growth potential, as they will be joining a small and growing...
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Multi-strategy hedge fund in NYC is looking to add a Head of Risk Management to their team that will be responsible for building and maintaining risk systems and overseeing data integrity for risk analytics and reporting. Main responsibilities will...
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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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PhD C/C++ Solid knowledge of derivatives/ basic greeks 1-3 yrs exp pricing and risk management of exotic derivatives and complex structured products
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Business is equities Minimum 3 years hands-on experience programming black-box automated trading algorithms with significant capital allocation/exposure. Solid C++ programming experience Extensive experience operating in the Linux / UNIX environment
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JOB DESCRIPTION This group focuses on quantitative portfolio management strategies in global markets. They are currently recruiting highly qualified candidates to work on the algorithmic trading desk which is responsible for all algorithmic trading...
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Quant Strategist, C++, Investment Bank, Tokyo, Equity, quantitative, statistics, applied math My Client, a profitable Investment Bank in New York City is hiring a Quant strategist with C++ programming skills to build out the Equity team in Tokyo,...
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Prestigious Investment Bank seeks a Junior Quantitative Analyst to join their fixed income trading team in New York City. The ideal candidate will have 1-3 years of financial experience with experience supporting analytics on a swaps desk. Strong...
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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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This person will focus on the development and implementation of Rating Templates, Probability of Default (PD), Loss Given Default (LGD), and Exposure At Default (EAD) modelling methodologies as part of the ongoing enhancement of credit models for...
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Global Investment Bank is seeking a Desk Strategist possessing 3-5 years supporting Trading and Sales on the trading floor. Candidate will be providing analytical and technical solutions, and innovative methods for trading and risk management. Must...
