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by agentq
1306 days ago
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I researched & prototyped (in R), and ultimately put into production (C++) a core set of spectral risk analysis analytics that replaced outdated VaR and vol forecasts for an extremely large asset management firm and left immediately afterwards. Technically speaking, guided risk mgmt/investment decisions at the trillion-dollar scale, ran as-is for 8-10 years before being recently re-implemented in some other language. |
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