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    PhD Quantitative Strategist - New York, United States - Selby Jennings

    Selby Jennings
    Selby Jennings New York, United States

    12 hours ago

    Selby Jennings background
    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
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