Prestigious financial firm is seeking a PhD Quant to join their research team. This is an opportunity to work closely with traders in the development, testing, and implementation of models and trading tools.
This position requires a PhD in a quantitative discipline and 2+ years work experience with a investment bank or hedge fund involving analysis of equity derivatives. Requires programming skills (e.g. C++, MatLab). Must have excellent written and verbal communication skills. This position offers competitive compensation and an opportunity for career advancement.
Refer to Job#17019 – EFC and email MS Word attached resume to Gary Teaman, gteaman@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Gary Teaman as your contact recruiter
All rights reserved. Users may download and print extracts of content from this website for their own personal and non-commercial use only. Republication or redistribution of Lipper Hedgeworld content, including by framing or similar means, is expressly prohibited without the prior written consent of Lipper. Lipper and Hedgeworld are registered trademarks or trademarks of the Lipper/Reuters group of companies around the world.