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PhD Quantitative Strategist

Company:
Selby Jennings
Location:
Manhattan, NY, 10261
Posted:
April 23, 2024
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Description:

Currently we are partnered with a tenured Portfolio Manager who has recently joined a globally leading multi-manager platform. The team trades systematic cash equities and is looking for an impressive PhD candidate to join their growing team to conduct research in the cash equity space.

This position will work directly with the PM, who has a track record of 10+ years, of successful trading and management experience at elite NYC based hedge funds.

Requirements

PhD in STEM field from top 1% university (Math, Physics, Computer Science, etc.)

Summer/winter internship experience in a financial or tech setting

Strong track record of academic success and publication background

Preferably knowledge of AI and ML techniques

Coding proficiency in Python, C++, or another compiled language

Permanent

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