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PhD Rotational Program | New York

  • Job type: Permanent
  • Location: New York
  • Salary: $115000 - $150000 per annum, Benefits: bonus
  • Job reference: RM100012022014
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 03/11/2017
PhD Rotational Program | New York
This global investment bank is looking for recent PhD graduates to join their renowned quantitative analytics rotational program. Throughout this year-long program these candidates will gain hands on experience supporting four desks (Interest Rates, Equities, Credit and Emerging Markets). 

From research to programming to hands on model development/implementation this exclusive program will give the industries top junior talent unparalleled perspective and experience working under the guidance of both SVP/MD Quants and Senior Traders.

Unique to this program is that once the rigorous year is completed these junior quants will be evaluated and potentially offered a full time role supporting one of the four desks they supported throughout the past 12 months.

If you graduated in the top tier of your class and want to gain hand on finance knowledge working alongside the industries top Quants/Traders please apply. 


Requirements of PhD Rotational Program | New York
-Ph.D. in a quantitative discipline from a top tier university (i.e. Physics, Electrical Engineering, Financial Engineering, Computer Science).

-Exceptional programming skills in C++, Python, and/or Java.

-Professional finance experience is a plus.

-Strong communication skills.


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