Quantitative Developer with Risk and Python in Connecticut puesto vacante

Vacancy caducado!

credit focused hedge fund seeks a highly-motivated individual to join its risk team as a quantitative analyst. Qualifications:

Industry experience:

4+ years’ experience in risk management or broad quantitative research.

Previous experience with corporate credit desired but not necessary

Academics:

Quantitative background with top-tier academic credentials (Master’s or PhD).

Strong coding skills ideally in MATLAB, SQL and Python.

Interpersonal skills: Strong communication skills are vital to interact effectively with the risk management team, portfolio managers, research analysts as well as IT and developers in a fast-paced, highly results-driven environment.

Vacancy caducado!

ID	#43718478
Estado	Connecticut
Ciudad	Stamford
Tipo de trabajo	Permanent
Salario	USD $120,000 - $160,000 120000 - 160000
Fuente	The Astor Group
Showed	2022-06-30
Fecha	2022-06-29
Fecha tope	2022-08-28
Categoría	Etcétera
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Job Details

Quantitative Developer with Risk and Python in Connecticut

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