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Macro Quant Analyst

New York, NY

Hedge Fund, is actively seeking a self-motivated and experienced financial services professional for a promising opportunity on their staff as a Macro Quant Analyst. Implement and back-test analysis of trading strategies based around carry/rolldown, mean reversion, or other relevant factors and styles. Ability to develop and enhance pricing and calibration models for mid-curve products, Yield curve positions, swaptions, Eurodollar options.

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