Quantitative Analyst

Position Details:
Client:
Banking

Job Title:

Senior Quant Developer / Quantitative Modeler

Location:

Hybrid role in Charlotte, NC 28202 (3 day onsite)

Schedule:

Mon-Fri:
Basic Business hours Duration: 12 Months + Possible Extension

Start Date:

ASAP
- Apply Now ! Pay-range: 75-80/hr

Job Description:

This appears to be a Bank
- Quantitative Analytics Specialist 4 (Contingent) opening focused on Counter party Credit Risk (CCR) modeling, specifically cross-margin methodology development within Capital Markets. Role Focus Area:
Counter party Credit Risk modeling (not pricing models) Cross-margin methodologies in prime brokerage/derivatives businesses Quantitative model development and enhancement Heavy Python development Market risk modeling (VaR) without CCR exposure. Pricing model development without margin methodology experience. Pure Python development without quantitative finance. Data science backgrounds lacking derivatives knowledge. Skill Weighting (Very Important): 1.Cross-Margin Expertise – 50% Prime Brokerage margin methodologies Cross-product margin offsets Clearing/CCP margin concepts Counter party exposure management Mathematics & Quantitative Modeling – 30% Probability & Statistics Stochastic Processes Analytical formula derivation Model validation and gap analysis Programming – 20% Python (expert) SQL AI coding tools (Git Hub Copilot or similar) Additional Details: 5+ years in quantitative analytics Counter party Credit Risk experience Prime Brokerage or Clearing experience Cross-margin methodology knowledge Advanced Python development skill Strong mathematical background (Statistics, Stochastic Calculus, Financial Engineering)

Experience with exposure models (PFE/EPE/EAD)

Note:

The Company offers the following benefits for this position, subject to applicable eligibility requirements: medical insurance, dental insurance, vision insurance, 401(k) retirement plan, life insurance, long-term disability insurance, short-term disability insurance, paid parking/public transportation, (paid time , paid sick and safe time , hours of paid vacation time, weeks of paid parental leave, paid holidays annually - AS Applicable)