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|Quantitative Risk Management, C++/Analytics Dev
||TOP MONEY depending on experience
|| 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.
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