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Picton Mahoney Asset Management

Toronto, Canada

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MacArthur Foundation

Chicago, Illinois

Alexander Ash Consulting

London, United Kingdom

PER, Private Equity Recruitment

Riyadh, Saudi Arabia

State Street Corporation

London, United Kingdom

BNY Mellon

Manchester, United Kingdom

State Street Corporation

Riyadh, Saudi Arabia

Deutsche Bank

Chicago,

eFinancialCareers

Stamford,

PER, Private Equity Recruitment

London, United Kingdom

HFG

London, United Kingdom

Goodman Masson

London, United Kingdom

Oxford Knight

London, United Kingdom

Selby Jennings

London, United Kingdom

State Street Corporation

Boston,

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Quantitative Risk Management
Job Responsibilities: One or more functions within Quantitative Risk Management to develop and maintain risk models for margin Clearing fund and stress testing: model analytics and performance monitoring Model prototyping and testing and model implementation Job Qualifications: Proficient in Python, R, C++, or Scala Model implementation, developing, and maintaining enterprise level software Experience in Agile/SCRUM framework Proficiency in Technical and Scientific documentation Understanding of markets and financial derivatives in equities, interest rates, and commodity products Benefits: A hybrid work environment


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