My Client, a leading investment bank is looking to add a junior quantitative trader to their electronic trading group. The position is for a highly skilled candidate, requiring a PhD or equivalent academic background in a quantitative field. This position provides the opportunity to work in a highly commercial and successful group.

This is an excellent opportunity for applicants from a Highly quantitative academic background to contribute to the highly successful trading team. You should therefore have a suitable background to apply including knowledge and experience of Financial Services and Statistical arbitrage, and also application of mathematical and scientific techniques to the trading and investment process.

Responsibilities:
Research on financial and mathematical theory
Creation of research plans,
Processing and cleaning data
Performing modeling, evaluation and writing research reports.
Programming in C++

The successful candidate will have:
A PhD in Computer Science, Computational Physics, Financial Engineering
Finance or a similar quantitative field.
Excellent communication skills are essential as you will be working closely with trading team and must communicate complex ideas clearly.
Experience working in a similar position or pursuing post doctoral research.


Interviews are taking place currently and a highly competitive package is on offer.

Please apply directly by mail or visit our website at www.selbyjennings.com
All CV's must be sent in word format.