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Quantitative Analyst

  • Job type: Permanent
  • Location: Dallas, Texas
  • Salary: Negotiable
  • Job reference: 221681/001_1539380614
  • Sector: Selby Jennings, Risk Management
  • Date posted: 12/10/2018

The company is a multi-strategy hedge fund with about 200 people globally. They are looking for a Quantitative Analyst that will be responsible for...

  • Developing and implementing re-usable Risk models to use in evaluation of portfolios
  • Interacting with Traders and Portfolio Managers
  • Give opinions on risk profiles for trades
  • Utilize quantitative risk tools to perform risk analysis
  • Work directly with front office personnel to improve overall process
  • Provide risk analysis using the existing risk tools

Requirements

  • Bachelors or Master's Degree in a STEM field (e.g. Math, Computer Science, Statistics, etc.)
  • 2-5 years of progressive working experience with python while in a financial firm
  • Experience with Python and database tools (e.g. SQL)
  • Excellent verbal and written communication skills
  • Strong organizational skills and attention to detail
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