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To fulfill this role, a risk professional is required who has experience in market risk management and credit risk management areas, or has training in finance, mathematics or other quantitative fields.
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Bachelor’s degree with major in quantitative field (e.g. Accounting, Economics, Engineering, Finance, Mathematics); MBA preferred. Partner with and collaborate across functions on analytics and strategic initiatives, including, but not limited to, Underwriting, Actuarial, Reinsurance, Claims, and Operations.
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PhD in Industrial and Organizational Psychology, Organizational Behavior, or other technical or quantitative discipline, including but not limited to Cognitive Science, Neuroscience, Economics, Behavioral Economics, Mathematics, Physics, Biology, Chemistry or Statistics.
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PhD in climate science, environmental sciences, computational sustainability, mathematics, economics, or computer science (or related quantitative discipline) We’re seeking a Senior Principal Scientist for Sustainability and Climate to drive technical strategy and innovation for our long-term sustainability and climate commitments through the latest science trends and emergent technologies, including AI & ML. You will serve as the strategic technical advisor to science, emerging tech, and climate pledge partners operating at the Director, VPs, and SVP level.
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Hugely successful multi-strat Hedge Fund manages nearly $80 billion across a range of Credit & Real Estate strategies, now seeks to hire a quantitative risk manager for risk reporting, risk analytics and data management of one or more credit and/or arb strategies, including credit solutions, structured credit, middle market lending, convertible arbitrage, and risk arbitrage.
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PhD plus 2+ years experience, or 5+ years experience, in statistics, computer science, applied mathematics, computational social science, or another quantitative/computational discipline.
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Masters or PhD in mathematics, statistics, computer science, or other quantitative discipline. 2+ years of experience designing and developing research tools and live trading infrastructure at a quant hedge fund.
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Partner with the Quantitative Research team to define priorities and deliver custom software solution. At Citadel Securities, a leading global market maker, our team ofQuantitative Developers and Research Engineers partner with Quantitative Researchers to create and implement automated trading system software solutions that leverage sophisticated statistical techniques and technologies.
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Minimum 4 years' experience as a quantitative analyst with expertise in fixed income/structured credit/rates. - Master's degree or higher in mathematics, statistics, finance or related fields.
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PhD in a quantitative science (e.g., statistics, mathematics, engineering, physics, computer science) The Quantitative Pharmacology group is responsible for the oversight over drug development aspects related to clinical pharmacology and pharmacometrics of clinical development candidates, working in close collaboration with nonclinical and clinical functional areas.
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Bachelor's degree in statistics, mathematics, economics, or a related quantitative field. If you have over 5 years of experience in analytics and leading analysis and reporting activities, along with a strong background in statistics, mathematics, or a related field, then this Customer Analytics position could be the perfect fit for you.
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PhD in one of the following disciplines: computational biology, physics, computer science, mathematics, or related quantitative science is required. Candidates possessing a strong computational background combined with a good understanding of molecular biology will be especially well suited to fill this position, including background in machine learning, physics, mathematics, and related sciences.
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BA/BS in Environmental Science, Economics, Finance, Political Science, Engineering, Mathematics, Physics, or other quantitative science. Master's degree in, Environmental Science, Sustainability, Economics, Public Policy, Engineering, Mathematics, MBA, or related field preferred/CFA or CAIA designation.
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Strong quantitative and analytical skills with advanced degree (Masters or PhD) in a quantitative discipline (Econometrics, Statistics, Mathematics, Financial Engineering etc. · Ability to quickly learn and utilize quantitative modeling techniques.
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MS or PhD candidates in finance, computer science, mathematics, physics, or other quantitative discipline. 3-7 years of experience in alpha-driven quantitative research for equities, futures, fixed income, credit, and/or FX.
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quantitative mathematics jobs in Pine City, NY
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