The Jane Street Graduate Research Fellowship (GRF) supports doctoral students currently pursuing a PhD in electrical engineering and computer science, mathematics, physics, or statistics. Here's some blurb:
"At Jane Street, we take a rigorous, quantitative approach to trading on global markets. Our culture is steeped in games, puzzles, and challenging problems. With the Graduate Research Fellowship, we’re excited to support PhD students who share our values: technical excellence, intellectual curiosity, and humility." More information.
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