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We are a London-based institutional broker in the credit markets looking for a freelancer to build some excel based credit default swap (CDS) analytics. Initially this would include bootstrapping the CDS curve, computing hazard rates and modelling forward CDS prices (5 year 5 year forward). Ideally the candidate will have previous industry experience in this field, and have a strong understanding of derivative products as well as the ability to build models in excel.
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