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]
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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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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]
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]
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
