PhD rotation program Global Asset Manager NY
Selby Jennings - New York, NY

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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

  • Automated Market Making

  • 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

Selby Jennings - 12 months ago - save job - block
About this company
Selby Jennings is an international recruitment solutions provider. The company places candidates in global financial institutions across the...