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Job Posting Detail
Quantitative Risk Management, C++/Analytics Dev |
Date Posted:
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4/29/2003 |
Location:
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Chicago, US |
Salary:
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TOP MONEY depending on experience |
Job Description:
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Major Hedge Fund is looking for a Senior Quantitative Developer to work on Risk Management Analytics for Fixed Income and Equity Derivatives trading. Responsibilities include design/implementation of a �Risk Engine�, development of Risk Analytics, liaison between Portfolio Managers and Research as well as provide risk analysis/comparative analysis for the business. Knowledge of derivative pricing, VAR, Monte Carlo simulation and Risk Analytics also required. |
Contact Via E-mail to:
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[email protected] |
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Disclaimer: The information included on this site has been placed there by Fund-Investors, L.L.C. for information purposes only. Fund-Investors, L.L.C. has not taken any steps to verify the adequacy, accuracy or completeness of the information provided. Neither Fund-Investors, L.L.C. nor any of its respective representatives make any warranty, expressed or implied, of any kind whatsoever, and none of these parties shall be liable for any losses, damages, costs or expenses, of every kind and description, relating to the adequacy, accuracy or completeness of the available information or the use of the available information. The use of derivative instruments may involve substantial risk of loss including losses in excess of your original investment. Derivatives prices are highly volatile and derivatives trading may be illiquid. With regard to all performance information contained in the accessible pages, users should note that past results are not indicative of future results.
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