New York City | Advanced Mathematical and Programming Junior recruitment
My client is a leading quant and technology firm in New York, adopting a highly innovative and dynamic approach to the fixed income markets. The firm is providing the first ever, fully independent, streaming, market-driven pricing and with a huge amount of capital invested in human capital and technology, they are proving to be a huge success. Unlike other market data vendors who aggregate prices supplied by large dealers, their proprietary technology carefully analyzes the relevance of millions of market inputs to generate unbiased prices, updated every 10 seconds, offering real-time access to market-driven pre-trade pricing intelligence. In essence, their algorithms think like an experienced trader by emulating the process they go through when pricing bonds, with the ability to synthesize millions of market inputs dynamically.
The Quantitative analytics groups apply mathematical techniques and write software to develop and analyze statistical models for computerized financial trading strategies. Specific responsibilities range from examining trading data in an effort to increase profitability, decrease risk, and reduce transaction costs to conceiving new trading ideas and devising the simulations needed to test them.
The successful candidate may adhere to the following criteria:
- A highly numeric PhD from a top institution, with significant research into advanced Statistics or Mathematics and programming
- Advanced Mathematical modeling credentials- Stochastic Calculus, PDE’s, Black Scholes etc.
- Knowledge and experience of large scale Monte Carlo simulations.
- Advanced programming skills in C++, Java, Matlab, C# etc.
- Experience in a financial institution in a quantitative analytics group would be preferred.
Please apply to quantexotic@selbyjennings.com with CV in Word format or call +44 207 019 4137