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Linear Rates Quant/Desk Strat

London, UK

Hedge Fund is seeking a Linear Rates Quant/Desk Strat. Contribute to the development of a new Python-based curve fitting framework and pricing/risk engine. Minimum Master’s degree in a quantitative subject (Physics, Mathematics, Engineering, Computer Science). 3-10+ years experience as a Quant with good knowledge of Linear Rates and curve modelling.

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