Quantitative developer • charlotte nc
We are seeking a highly analytical.Counterparty Credit Risk Modeling team within a large-scale capital markets environment.This role focuses on the development and enhancement of.Python programming...[internal_linking.show_more]
Job Title: Quantitative Model Developer – Cross‑Margin (Contingent Resource).Counterparty Credit Risk Modeling.Charlotte, NC (Hybrid, 3 days onsite).We are looking for a highly analytical.Python‑ba...[internal_linking.show_more]
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We are seeking a highly analytical Quantitative Model Developer with strong Python engineering skills and deep familiarity with cross‐margining concepts within prime brokerage and capital markets.T...[internal_linking.show_more]
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Charlotte, NC (Hybrid)
$–$/hour (W)
-Month Contract
We are seeking a highly analytical Quantitative Model Developer to support a Counterparty Credit Risk Modeling team within a large-scale capital markets environment. This role focuses on the development and enhancement of cross-margin risk models, requiring strong mathematical expertise, advanced Python programming, and experience working with complex financial products.
This is a high-impact position supporting critical initiatives tied to cross-margin exposure, requiring both technical depth and the ability to operate with urgency in a fast-paced environment.
Key ResponsibilitiesQuantitative Modeling & Analysis
Technical Development
Collaboration & Strategy
Operational Execution
