Do I get a PhD?

Hi all,

I am currently in my penultimate year at Oxford/Cambridge and I currently hold an equity research internship offer from a bb for the coming summer, so naturally the path next year would be to join the graduate scheme (assuming I convert). My dilemma is that I also have an intellectual desire to get a master's or PhD in climatology at my current institution. Will my chances of getting a job post Msc/PhD in consulting/investing become near zero if I do so?

Thanks