My client, a leading multi strategy hedge fund are expanding their global macro strategy desk and are looking to add a PhD candidate.
This
This role is for a PhD level research candidate, Economics or Finance are the most relevant although statistics, financial engineering and econometrics lend themselves well to the research methods employed by the desk.
This is a research role, and will provide the successful candidate the opportunity to work not only with the strategy desk, but also with the partners of the company- world leaders in their respective fields. Therefore the successful candidate will have outstanding communication skills and will have experience working in a global macro group or a risk modelling background.
Responsibilities include:
“ Statistical and Econometric research on global macro strategies, covering commodities, currencies, fx and equities.
“ Strong Programming language skill set, Matlab is the primary tool.
“ Presenting both Oral and Written summations of research.
This is an extremely successful organization, where compensation packages are very competitive and the role is within an established team with a proven track record. This will offer the chance to work alongside one of the most respected quantitative groups and will provide an excellent platform to advance a career in quantitative finance.
This is an Urgent hire, therefore all applications must be received as soon as possible. Utmost confidentiality assured. Please apply directly to qfm@selbyjennings.com or visit our Website, http://www.selbyjennings.com. ALL CVs must be submitted in word format.
Type: Full-time
Location: NYC/ Connecticut
Category: Quantitative Analysis Jobs
Apply Email: qfm@selbyjennings.com
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