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1007
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Quantitative Analyst - Trading |
Various |
Chicago, IL |
Description:
Our client, a leading Investment Bank is looking for several Quantitative Analysts to join their Chicago based Credit Risk group. The group is building a Quantitative Middle Office team to work with existing Credit Risk models. As a Quantitative Analyst, you will work on a team responsible for improving the group's model infrastructure. The immediate need is to get a better understanding of the group's many existing models, and test the analytics themselves verses through applications. Some of the duties will include analyzing libraries, quantitative testing and bench marking.
The team will be made up of contractors and full-time employees at different experience levels (entry level included). For contractors, the length of the project will be between 6 and 12 months.
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Requirements:
* Masters degree in Financial Engineering, or a Masters degree in Math/Physics and 2 years of Capital Markets experience.
* Development experience in C++, C#, or Java (either from school or work experience). This is not a development role, but you must be able to read some code.
* Strong Excel and VB skills.
* Knowledge of SQL Database.
* Experience with Credit Risk models is preferred.
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