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Academics for Quantitative Research Analysis., London, Houston, NY
- UK - City of London - London, Houston, NY
- Highly Competitive
- Full-Time Permanent
- Financial Services - Research
- 11-08-08
Job Description
A Global hedge fund seeks exceptional Post doctoral researchers and scientists for Quantitative research analysis role. The candidate will be integrated into a globally recognized research team, providing financial research for top global firms. The firm is a well established team with an exceptional reputation for advanced research. Working closely with the Quant Traders, you will be responsible for creating innovative models and programs for use in the global financial markets for the funds global clients.
The successful candidate will have:
Broad-ranging expertise in various computational algorithms, including methods for solving partial differential equations; genetic algorithms; Fourier analysis; numerical minimization, interpolation, and integration.
Exceptional Mathematical credentials: Option Pricing, Black-Scholes analysis, Derivatives, Futures, Stochastic Volatility, Risk management, Portfolio Optimization, Corporate Finance
Extensive knowledge of C/C++, Perl, shell scripting, MPI parallel programming, Mathematica, Matlab, HTML, JavaScript, Word, Excel, PowerPoint, FORTRAN. Linux/UNIX network system administration.
A PhD in a highly Quantitative Subject from a globally recognized top ten school. (Physics, Mathematics, Financial Engineering, Computational Finance)
Extensive academic publications
The ability to work well in a team and as an individual
My client pays a highly competitive salary.
Please apply to jobs@selbyjennings.com with an attached CV (in MS Word Format)
www.selbyjennings.com
The successful candidate will have:
Broad-ranging expertise in various computational algorithms, including methods for solving partial differential equations; genetic algorithms; Fourier analysis; numerical minimization, interpolation, and integration.
Exceptional Mathematical credentials: Option Pricing, Black-Scholes analysis, Derivatives, Futures, Stochastic Volatility, Risk management, Portfolio Optimization, Corporate Finance
Extensive knowledge of C/C++, Perl, shell scripting, MPI parallel programming, Mathematica, Matlab, HTML, JavaScript, Word, Excel, PowerPoint, FORTRAN. Linux/UNIX network system administration.
A PhD in a highly Quantitative Subject from a globally recognized top ten school. (Physics, Mathematics, Financial Engineering, Computational Finance)
Extensive academic publications
The ability to work well in a team and as an individual
My client pays a highly competitive salary.
Please apply to jobs@selbyjennings.com with an attached CV (in MS Word Format)
www.selbyjennings.com
- The Team
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