Jersey City, USA: Fixed Income Quant at global Trading firm recruitment
This financial firm is a hugely successful global markets company who specializing in ultra-high frequency trading, seeks exceptional quantitative analysts to join the Fixed Income and Options teams, as they expand the trading franchise across various asset classes.
The teams are very well established and have a solid team who are interested in expanding in both the areas of Fixed Income and Options. The company focuses on searching for individuals who have a passion for the quantitative space as well as the versatility and technical skill set to join a company such as this.
The team look for candidates with the following profiles:
PhD/MSc in Computer Science, Math, Operations Research, Statistics, Physics or similar field.
Candidates will ideally come from strong Universities i.e. Harvard, Caltech, MIT, Penn State etc.
Working knowledge of computer science: algorithm, data structures and techniques.
C++ programming experience is highly desired.
Candidates need to have worked with platforms such as Unix, Linux
Experience in financial services is an additional advantage, but not required
PhD and Post PhD experience highly valued.
Candidates would ideally be strong PhD's or finance juniors with 2 years of experience coming from a similar role.
Ability to communicate complex ideas clearly and work well in a team environment.
Quantitative Research experience would also be an additional advantage
The company offers a wide range of benefits and career progression, which are very desirable to anyone in the quantitative finance space. If you feel that this could be suitable then: quantexotic@selbyjennings.com