Excellent PhD’s/Juniors – Tier 1 Investment Bank (CSJM) – NY City, USA recruitment
Exceptional PhD needed for Top Investment Bank (CESR)
Global Investment Bank – New York City
Quantitative Analyst / quantitative developer
This exceptionally well-known Investment Bank has offices globally and a massive industry influence. The Interest Rates team are looking to speak to exceptional PhDs/juniors who come from either a front office quant analyst / quantitative developer background. Candidates need to be based in the USA already. The IB is looking for:
• PhD’s in a quantitative subject – Maths, Stats, computer science, Physics, Engineering etc.
• PhDs from top schools – MIT, Harvard, Caltech, Georgia Tech, Princeton etc.
• Candidates who are either PhD graduates or have 1 – 2 years of industry experience as quantitative analysts / quantitative developers would be most suitable for this position.
• Strong maths background – this is very needed for this position. Excellent understanding of maths such as stoch calculus, numerical methods, stoch diffusion etc.
• C++ programming backgrounds have to be exceptionally strong as this role has a strong developer element
• Communication skills are a must as this role works closely with traders to build out the Interest rates space.
If you are a recent PhD graduate or possibly even a junior with 1 or 2 years of industry experience with an excellent technical background, then please feel free to apply into this position. This Investment bank needs top people working in the front office, so send you resume into: quantexotic@selbyjennings.com