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Vice President, Quantitative Research & Risk Modeling

London, UK

Hedge Fund is seeking a Vice President, Quantitative Research & Risk Modeling. Research, design, and enhance multi-factor risk and attribution models across global fixed income markets. Advanced academic background (PhD or MSc) in a quantitative discipline such as Finance, Economics, Mathematics, or Engineering. 7+ years of experience in quantitative research, ideally within a buy-side fixed income or multi-asset environment.

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