RECENT PHD/MASTERS GRADS
My client is a leading Commodities Trading Firm headquartered in the Philadelphia area looking for strong RECENT GRADS with a PhD, MsC, or MFE to join their Quantitative Analytics group and assist in support of their portfolio management in the analysis, design, and risk management of structured deals, trading strategies, and physical asset management. You will work in a dynamic group composing of engineers and analysts with exceptional academic backgrounds from some of the top universities in the country.
Key Responsibilities:
- Develop and implement derivative pricing methods and stochastic models
- Development of hedging strategies and communicate with other Front Office Teams and Portfolio Managers within the firm.
- Propose innovative and complex solutions for the Trading Systems
- Structuring and pricing risk management solutions for swaps and options
Qualifications:
- PhD or Masters in Financial Engineering (Preferred), Research, Mathematics, Physics, Computational Finance
- Fluency in C/C++, Python, Matlab, Fortan
- Experience within the Financial Sector preferred
- Strong Communication
This opportunity serves as a great foundation for further growth as you will be working with top engineers and some of the most sophisticated technologies available in the market at this time. The compensation is highly competitive and you will be joining one of the quickest expanding commodities. If you are interested, please submit your application to usatech[at]selbyjennings.com or call at 212.209.7310.
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