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Credit Quant Researcher - $40BN AUM Hedge Fund
Responsibilities will include: - Develop and Implement local volatility models across Credit products - Back testing and develop trading strategies - Develop tools which will be used by the traders on a daily basis Ideal candidates should possess: - Applied local stochastic volatility modeling experience - 3+ years of experience working on a trading desk / front office desk with Credit products (CLO, CDS, CDX, or CDO) - MS/PhD in a computational or STEM field. Computer science, physics, mathematics, engineering, etc. - Strong programming skills in Python or C++. If there is an interest, please click the APPLY NOW button below.


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