Apply for this job now

Fixed Income Hedge Fund PhD Quantitative Modeler

New York
Job Type
17 Sep 2022

They are looking to hire a recent PhD graduate to join their quant group in New York and receive close, hands-on training from extremely intelligent and vetted individuals within the industry. This firm offers the ideal scenario for anyone who is looking for an opportunity to break through into the Quantitative Finance space and build a strong foundation for their future career in the industry.

Ideal candidates should possess:

  • Recent PhD graduate or Postdoctoral Researcher with a degree in a quantitative field (Physics, Computer Science, Mathematics, etc.)
  • Exceptional demonstrated skill working on projects involving C++ programming
  • Experience working with large, noisy data sets
  • Strong mathematical and statistical skills
Apply for this job now


  • Job Reference: 714274863-2
  • Date Posted: 17 September 2022
  • Recruiter: Selby Jennings QRF
  • Location: New York
  • Salary: On Application
  • Sector: Banking & Financial Services
  • Job Type: Permanent