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dazzwater

Connectivity Developer in hedge fund administrator. Part-time student in Rutgers Masters in Quantitative Finance program. Developer of automated derivatives and FX trading algorithms. Proficient C++ and Java programmer, familiar with the concepts of yield curve bootstrapping/interpolation, Black-Scholes options pricing model, CAPM. Looking for a Quantitative Developer role.

Find me on LinkedIn at http://www.linkedin.com/pub/alvin-lim/13/379/92
Location
New Jersey
Gender
Male
Occupation
Connectivity Developer + part-time Rutgers MQF

Contact

Facebook
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