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Tier one global investment bank seeks experienced PhD Quant Analyst to validate pricing and risk models.
Tier one global investment bank seeks experienced PhD Quant Analyst to validate pricing and risk models. As an integral part of the Risk Management group, the successful candidate will test, code, and implement new models for the front office trading desk. Ideal candidate will have a background in fixed income derivative products and at least 3 years of experience working as a quantitative analyst for a top investment firm. You will be responsible for the maintainence of the current library of models as well as implemention and validation of new models (mostly using C++). Requires excellent communication skills, strong technical background, and a PhD degree. Outstanding compensation package.
For consideration please forward your resume in Word format to Ian@comprehensiverecruiting.com and reference CLS684
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