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The Quantitative Development group focuses on capi
The Quantitative Development group focuses on capital markets modeling, market-consistent valuation of assets and liabilities, quantitative risk analytics, and simulation analysis of risk management strategies.Systems developed by this group support trading functions within active hedge programs, and also serve as calculation engines for stochastic-on-stochastic financial projections of hedge strategy performance.
The candidate would potentially be involved in the following types of projects:
The ideal candidate will have:
Additionally desired qualifications include: