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Selby Jennings

London, United Kingdom

State Street Corporation

Atlanta,

State Street Corporation

Atlanta,

Goldman Sachs

New York,

State Street Corporation

Quincy,

State Street Corporation

Boston,

Goldman Sachs

New York,

Goldman Sachs

New York,

Morgan Stanley

Columbus,

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Systematic Rates Quant/Alpha Researcher - Hedge Fund - London
Supporting a Portfolio Manager, the quantitative researcher/strategist will have optics into the entire investment process, developing systematic interest rates??strategies to be used in a bond RV trading environment. ?????Collaborate with, and contribute to, the Portfolio Manager's??outlook and theses through in-depth analysis and research of systematic??strategies;?? ??? Employ statistical & quantitative approaches??to complete assignments; ?????Work with quant research team to develop analytical models and tools;???? The successful candidate should possess:?? ?????A minimum of a??Master???s Degree??in??Computer Science,??Engineering, Economics, Finance, Math, Sciences??or??Statistics required. ?????A minimum of 2+ years?


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