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Jr Quant Modeler – Risk

New York, NY

Hedge Fund is seeking a Jr Quant Modeler – Risk. Work directly with Structured Credit Portfolio Team in their New York HQ offices. Bachelor’s degree with STEM background preferred; advanced degrees or CFA a plus. 2-5 years of experience within a top Investment Bank or Hedge Fund.

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Your services are user friendly and up to date for those who are looking for hedge fund jobs, and naturally I will recommend you for prospective candidates!

AT, Budapest, Hungary January 26, 2016