PhD rotational program- Global Asset Manager New York
A top three ranked asset manager has several openings for a 2 year PhD rotational program in their Manhattan office.
This is a huge opportunity for a PhD with up to 2 years experience in any quantitative or development field with strong numerical and programming experience ideally in Java, c++, Matlab.
The successful application will gain exposure to:
- Equity portfolio management
- Quantitative Research and Analytics
- High Frequency quant research
PhD, Mathematics, Computer Science, Statistics, Econometrics, Physics, Electrical Engineering
The group has a 95% retention rate through their rotational program
Salary offered is highly competitive
Please apply directly to email@example.com
Selby Jennings - 12 months ago
Selby Jennings is an international recruitment solutions provider. The company places candidates in global financial institutions across the...