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Quantitative Analysts

Overview

Ph.D. Search and Selection are experts at the discreet hiring of quantitative analysts, Fixed Income, FX, Commodities or Credit Derivatives at AVP/Associate Director to Managing Director level. 

Regardless of grade only candidates who have experience at a major investment bank, market maker, broker asset manager or hedge fund will be considered. 

Quants

You will be a PhD in mathematics, engineering, physics or economics with a strong background in dealing with large data sets and calculating past trends, current trends and forecasting future trends.  We look for people who have:

Technical Skills (at least 2 of the following)

S+ C++ Perl Java Fortan
R Matlab VBA/Excel C# Python

Modelling Skills (at least 5 of the following)

Asymptotic analysis Girsanov's theorem Log-normal distribution Value at risk Put–call parity (Arbitrage relationships for options)
Calculus Itô's lemma Quantile functions Volatility Intrinsic valueTime value
Copulas Martingale representation theorem Heat equation ARCH model Moneyness
Differential equations Mathematical models Radon–Nikodym derivative GARCH model Pricing models
Expected value Numerical analysis Log-normal distribution Derivatives pricing Black–Scholes model
Ergodic theory Girsanov's theorem Lévy process The Brownian Motion Model of Financial Markets Black model
Asymptotic analysis Itô's lemma Stochastic differential equations Rational pricing assumptions Binomial options model
Calculus Partial differential equations Stochastic volatility Risk neutral valuation Monte Carlo option model
Feynman–Kac formula Probability Numerical partial differential equations Arbitrage-free pricing Implied volatilityVolatility smile
Fourier transform Probability distributions Crank–Nicolson method Futures contract pricing SABR Volatility Model
Gaussian copulas Binomial distribution Finite difference method ARCH model Markov Switching Multifractal

We recruit 3 types of quants for quantitative analysts, Fixed Income, FX, Commodities or Credit Derivatives. 

Desk Quants: these are predominantly suited to people who have the ability to work in a high pressure trading environment using mathematical and risk library models to price instruments for clients.

Library Quants: these are predominantly suited to people who like to test theories and have the time to run various simulations before publishing them to the library.

Risk Quants: these are predominantly suited to people who like to validate the market and credit risk possibilities of live trades. 

We recruit at all levels from junior AVP to MD’s.  You will have 2+ years experience within a major investment bank, market maker, broker asset manager or hedge fund.  .  You will be seeking to work with, contribute and learn from industry experts as you build your investment banking career.  All applications are treated with utmost discretion and we have opportunities in UK, Europe, Switzerland, Hong Kong, Singapore, Japan and New York.

To apply for quant roles please contact: quants@phdit.com   

All information is copyright of PhD and not for wider distribution without explicit written permission from PhD

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Tel: + 44 (0) 20 7190 2970

Fax: + 44 (0) 20 7190 2970