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Viking Electric

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Cleveland-Cliffs

West Chester, Ohio

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Indiana Department of Financial Institutions

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Selby Jennings QRF

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VSP Global

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Bank of America Merrill Lynch

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Bank of America Merrill Lynch

Charlotte, North Carolina

Selby Jennings QRF

Manhattan, New York

Bank of America Merrill Lynch

Charlotte, North Carolina

Selby Jennings QRF

Manhattan, New York

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Head of VaR Methodology - Credit
An international investment bank, is looking to make an urgent hire for a Director, Head of Risk Quants covering Credit Trading in New York. This person will be leading a large team of market risk quants specialized in risk modelling for Credit Products and working very closely with their front office quants business. For this search we are looking for the following: At least 10 years of experience in a relevant position working in Credit Derivatives, either as a front office quant or risk model developer Must have extensive specialized experience with Credit Products including credit covering, Bonds, CDS, Indices, Swaptions, Loans etc. Hands on knowledge of the model implementation process Leadership expe


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