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Quantitative Risk Analyst

Los Angeles, CA

Hedge Fund is seeking a Quantitative Risk Analyst. Design, develop, and validate quantitative risk models and stress testing methodologies to effectively measure risk in fixed income portfolios. PhD or Master’s degree in a quantitative field such as Econometrics, Finance, or other STEM disciplines. 2-5 years of relevant experience in quantitative risk management within hedge funds, investment banks, or asset management firms, focusing on credit and fixed income products.

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