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	<title><![CDATA[Front Office Quant Analyst]]></title>

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	<pubDate>Tue, 24 Nov 2009 05:03:35 GMT</pubDate>

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	<title><![CDATA[Interest Rate Derivatives Quant Analyst]]></title>

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	<title><![CDATA[Head of Model Validation - Cross-Asset Team - London Investment Bank]]></title>

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	<title><![CDATA[Quantitative Analyst (Front Office/Credit Valuation)]]></title>

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	<pubDate>Tue, 24 Nov 2009 09:32:16 GMT</pubDate>

	<description><![CDATA[Quantitative Analyst to design, develop and implement porfolio models within the credit valuation analytics team across Fixed Income, Credit and Equity Derivatives, Interest Rates and Foreign Exchange.  ]]></description>

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	<title><![CDATA[Quantitative Analyst - Algorithmic Trading (Fixed Inome)]]></title>

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	<pubDate>Mon, 23 Nov 2009 05:57:16 GMT</pubDate>

	<description><![CDATA[Quantitative Analyst/Trader for Fixed Income Algorithmic Trading team. Responsible for the development and implementation of high frequency trading and risk management algorithms.  Statistical educational background essential.

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	<title><![CDATA[Credit Risk Team - Financial Engineer/QA - London Investment Bank]]></title>

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	<pubDate>Mon, 23 Nov 2009 04:32:14 GMT</pubDate>

	<description><![CDATA[A globally renowned investment seeks a Financial Engineer/Quantitative Analyst to join their Quantitative Credit Risk team in London.]]></description>

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	<title><![CDATA[Front Office Quant Analyst, London]]></title>

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	<description><![CDATA[Rapidly expanding derivative products quant group is looking to hire a PhD qualified quantitative analyst within its front office team.]]></description>

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	<title><![CDATA[Liquidity Risk Analyst - Stress Testing - Market Risk - ALM - Banking - London City]]></title>

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	<description><![CDATA[Leading UK Bank currently seeking Liquidity Risk Stress Testing Analyst to join the Treasury Function.]]></description>

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	<title><![CDATA[Market Risk - Interest Rate Hybrid role]]></title>

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	<pubDate>Fri, 20 Nov 2009 12:49:02 GMT</pubDate>

	<description><![CDATA[A middle office risk management consultant providing first-line support for the interest rates hybrids trading business within a top tier investment bank.]]></description>

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	<title><![CDATA[Senior Quantitative Analyst-Modeling]]></title>

	<link>http://jobs.eFinancialCareers.com/job-4000000000575780.htm</link>

	<pubDate>Thu, 12 Nov 2009 05:53:53 GMT</pubDate>

	<description><![CDATA[We are looking for individuals with a deep understanding of derivative pricing.  This requires familiarity with the financial markets, together with a solid background in continuous-time finance, mathematical modeling, and programming. Applicants are required to be good team players with strong communication skills.]]></description>

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	<title><![CDATA[C++ Developer - Process Driven Trading (PDT)]]></title>

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	<pubDate>Wed, 11 Nov 2009 10:11:07 GMT</pubDate>

	<description><![CDATA[Process Driven Trading is based on the belief that rigorous scientific investigation can unveil inefficiencies in the financial markets. These inefficiencies are the key to earning consistent profits surpassing market returns.]]></description>

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	<title><![CDATA[Interest Rate Strategist]]></title>

	<link>http://jobs.eFinancialCareers.com/job-4000000000575262.htm</link>

	<pubDate>Wed, 11 Nov 2009 10:11:07 GMT</pubDate>

	<description><![CDATA[Working on the core IRD analytics libraries used by the global trading platform. These libraries include yield curve calibration plus analytic and Monte Carlo simulation IRD pricing models. They are written in C++ and are available on Linux and Windows]]></description>

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