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Texas Permanent School Fund Corporation

Austin, Texas

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MacArthur Foundation

Chicago, Illinois

Oxford Knight

London, United Kingdom

Morgan McKinley

London, United Kingdom

Oxford Knight

London, United Kingdom

PER, Private Equity Recruitment

Riyadh, Saudi Arabia

State Street Corporation

Toronto, Canada

SimCorp

Toronto, Ontario, Canada

Alexander Ash Consulting

London, United Kingdom

CME Group

London, United Kingdom

Selby Jennings

Manhattan,

State Street Corporation

London, United Kingdom

PIMCO

Newport Beach,

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Credit Derivative Quant - VP
A top international investment bank is building out it's modeling and analytics function, and looking to make an experienced hire in the model development space. Sitting on the trading floor in a fast paced environment, this team is responsible for developing pricing models, market risk and credit risk models, tools for trading risk management, and techniques to optimize trading decisions across the organization's portfolio risks. Working across various business lines, this new hire will be working with the Credit Products Market Risk team, developing models and providing extensive quantitative technical support for the credit asset classes. What We Need From You: A PhD in a technical/quantitative discipline (Mathematics, Physics,


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