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]
Senior Quantitative Credit Risk Officer.The Senior Quantitative Credit Risk Officer plays a key role in the identification and quantifying of credit risks across consumer and business lending segme...[internal_linking.show_more]
Quantitative Analytics And Model Consultant Senior.At PNC, our people are our greatest differentiator and competitive advantage in the markets we serve.We are all united in delivering the best expe...[internal_linking.show_more]
Treasury Quantitative Senior Associate.The Treasury Quantitative Senior Associate is responsible for supporting the MSR Derivatives and Treasury Hedge Desk with performance of hedge strategies.This...[internal_linking.show_more]
Our flexible, hybrid work model offers the option to work remotely or in the office.As a Lead Quantitative Analyst, you’ll be responsible for leading projects for multiple aspects of variable, stru...[internal_linking.show_more]
Seeking a motivated iOS Developer to design, develop, and maintain high-quality mobile applications for Apple devices.Must collaborate with cross-functional teams and follow best coding practices.D...[internal_linking.show_more]
If you're looking to get into the financial industry and boost your resume this role may be for you! This client is looking for a back-end mid level.NET/SQL developer to join their team.If you'd li...[internal_linking.show_more]
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]
The Lead Quantitative Model Solutions Specialist is a highly technical role within the Treasury business group that drives Treasury Transformation by combining deep quantitative modeling expertise ...[internal_linking.show_more]
Only accepting w2 candidates, No C2C, no student visas.Experience building new screens and single page applications.Experience with Angular 2 or above.Experience with any of the following: JavaScri...[internal_linking.show_more]
Supporting portfolio optimization and analytics within the investments team.Develop quantitative fixed income and multisector tools and frameworks and directly contribute to asset allocation decisi...[internal_linking.show_more]
Genesis10 is currently seeking a Cross Margin Quantitative Model Developer for a contract position with a Global Financial Institution located in Charlotte, NC.This is a 12+ month contract opportun...[internal_linking.show_more]
Treasury Quantitative Senior Associate.The Treasury Quantitative Senior Associate is responsible for supporting the MSR Derivatives and Treasury Hedge Desk with performance of hedge strategies.This...[internal_linking.show_more]
Must Have Technical/Functional Skills.ETL and Analytics application development on Teradata-based data-warehouse and analytical platforms.Extensive experience developing Teradata SQL-based ETL and ...[internal_linking.show_more]
ESSENTIAL DUTIES AND RESPONSIBILITIES.Following is a summary of the essential functions for this job.Other duties may be performed, both major and minor, which are not mentioned below.Specific acti...[internal_linking.show_more]
Manager, Quantitative Credit Risk Valuation & Analytics.Deloitte's Valuation & Analytics team develops independent fair value estimates and evaluates clients' credit risk models to support audit an...[internal_linking.show_more]
FULLY REMOTE ROLE (PREFERENCE TO EST CANDIDATES).Teams for each candidate 1 with me and 1 with 2 members of my team.Human Resources position, preferably managing HR data within HRIS (Workday).Abili...[internal_linking.show_more]
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
