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Quantitative Risk Manager – Traded Credit

New York, NY

Hedge Fund is seeking a Quantitative Risk Manager – Traded Credit. Assist in a robust buildout of their risk framework, investment strategy, and portfolio construction. 4+ years in a Risk Manager, Quant Risk, Quant Research, or Investment Strategy role relating to various credit strategies (Credit L/S, Credit Relative Value, Volatility Arb).

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