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

This job posting is no longer available on Selby Jennings. Find similar jobs: Selby Jennings jobs

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 apply.a33hoj01px@selbyjennings.aptrack.co.uk

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...