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Front Office Linear Rates Quant Modeler

New York, NY

Hedge Fund is seeking a Front Office Linear Rates Quant Modeler. Design, develop, and implement linear IR derivative models for interest rates trading business in North America. Advanced degree in quantitative discipline (e.g., Mathematics, Physics, Financial Engineering, Computer Science) preferred. 1-3 years of experience in front-office quantitative modeling, ideally within interest rate derivatives.

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