Quantitative Analytics Specialist

Outstanding long-term contract opportunity! A well-known Financial Services Company is looking for a Quantitative Analytics Specialist in Charlotte, NC (Hybrid).

Work with the brightest minds at one of the largest financial institutions in the world. This is a long-term contract opportunity that includes a competitive benefit package! Our client has been around for over 150 years and is continuously innovating in today's digital age. If you want to work for a company that is not only a household name, but also truly cares about satisfying customers' financial needs and helping people succeed financially,

Contract Duration: 6 Months

• 5+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work or consulting experience, training, military experience, education
• Python (expert level) – ability to build, structure, and maintain quant libraries.
• Experience using AI-assisted coding tools (Copilot or similar).
• SQL expertise – ability to query and manipulate large datasets.
• Strong numerical skills and experience with stochastic modeling and capital markets models.
• Ability to derive mathematical formulas and implement them programmatically.
• Strong understanding of cross?margining concepts in prime brokerage or derivatives clearing.
• Ability to identify and correct model gaps, inconsistencies, or legacy issues.
• Solid foundation in probability, statistics, and stochastic processes.

• Experience in prime brokerage or margin methodology design.
• Prior work with counter party credit exposure models (e.g., PFE, EE, EAD).
• Familiarity with equities, commodities, energy, and structured derivative products.

• Consult on complex initiatives with broad impact and large-scale planning for Quantitative Analytics
• Review and analyze complex multi-faceted, larger scale or longer-term Quantitative Analytics challenges that require in-depth evaluation of multiple factors including intangibles or unprecedented factors
• Contribute to the resolution of complex and multi-faceted situations requiring solid understanding of the function, policies, procedures, and compliance requirements that meet deliverables
• Strategically collaborate and consult with Client personnel
• Modeling & Quantitative Analysis
• Develop, enhance, and maintain counter party credit risk models related to cross?margin methodologies.
• Derive analytical formulas, validate assumptions, and identify gaps in existing implementations.
• Improve or replace outdated models using modern stochastic and capital markets modeling techniques.
• Support modeling across a range of complex financial products, including:
• Equity swaps
• Metals
• Energy derivatives
• Convertible bonds
• Technical Development
• Lead the build?out and integration of Python-based quantitative libraries to support model development and validation activities.
• Produce robust prototype models and partner with technology teams to transition them into production.
• Utilize generative AI development tools (e.g., Copilot) to increase coding efficiency and automation.
• Collaborate on database queries using strong SQL expertise.
• Cross?
  
  Functional Collaboration
• Communicate clearly with model owners, business partners, technology teams, auditors, and project managers.
• Help translate business requirements into quant/model specifications and documentation.
• Provide coaching and technical guidance to junior team members on both modeling and cross?margin concepts.
• Operational Readiness
• Respond quickly to urgent model requests driven by high-impact cross?margin exposures in the CIB business.
• Ensure timely delivery of model enhancements, documentation, and validations.