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INDUSTRIAL ASSEST MANAGEMENT COUNCIL

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Linde

Danbury, Connecticut

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Iowa Association of Electric Cooperatives

Des Moines, Iowa

S&P Global

London, United Kingdom

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S&P Global

Singapore, Singapore

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Michael Page

Hong Kong,

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University of Kentucky

Lexington, Kentucky

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University of Illinois Urbana-Champaign

Champaign, Illinois

Minnesota State University, Mankato

Mankato, Minnesota

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SearchWide Global

Chicago , Illinois

University of Alabama

Tuscaloosa, Alabama

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Hackensack Meridian Health

Hackensack, New Jersey

S&P Global

Washington D.C.,

University of Missouri

Columbia, Missouri

Columbus Regional Airport Authority

Columbus,

City of Grand Rapids

Grand Rapids, Michigan

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Oregon Trail Electric Cooperative

Baker City, Oregon

Rowan University

Glassboro, New Jersey

PIMCO

New York,

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Town of Brunswick, ME

Brunswick, Maine

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Quant Risk Analyst - Market & Counterparty Risk Modelling - AVP
Job Summary London Permanent JN -022024-1955346 Feb 02, 2024 Competitive Job Description Global investment bank seeks an AVP level Quant Analyst as part of its expanding Risk Analytics function covering market and counterparty risk modelling. Role sits in the quantitative modelling team with overall responsibility for market, liquidity and counterparty credit risk methods within the bank. Organisationally, it is embedded in the Risk Models and Regulatory group which which is part of the RISK Function of the group. The RISK Function is globally accountable for the definition of official risk policies, guidelines and procedures, as well as the quantification and monitoring of risks taken


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