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Quantitative Analytics Specialist 4 - Contingent (Cross-Margin)
85 - 90$
Описание вакансии
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TL;DR
Quantitative Analytics Specialist 4 - Contingent (Cross-Margin) (Python/Quantitative Finance): Developing and validating counterparty credit risk models for cross-margin methodologies across complex financial products with an accent on stochastic modeling, capital markets analytics, and Python-based quantitative libraries. Focus on deriving and implementing mathematical formulas, modernizing legacy models, integrating model validation workflows, and resolving high-impact cross-margin exposure requests.
Location: Charlotte, North Carolina, United States
Salary: $85–$90 per hour
Company
Provides information technology and workforce solutions through consultants serving organizations across the United States and Canada.
What you will do
- Develop, enhance, and maintain counterparty credit risk models for cross-margin methodologies.
- Derive analytical formulas, validate assumptions, and identify gaps in existing implementations.
- Improve or replace legacy models using stochastic and capital markets modeling techniques.
- Support modeling for equity swaps, metals, energy derivatives, and convertible bonds.
- Lead the development and integration of Python-based quantitative libraries for model development and validation.
- Collaborate with model owners, business partners, technology teams, auditors, and project managers while providing technical guidance to junior colleagues.
Requirements
- At least 5 years of Quantitative Analytics experience or equivalent demonstrated experience.
- Expert-level Python proficiency for building, structuring, and maintaining quantitative libraries.
- Strong SQL skills for querying and manipulating large datasets.
- Experience with stochastic modeling, capital markets models, probability, statistics, and stochastic processes.
- Understanding of cross-margining in prime brokerage or derivatives clearing and the ability to implement mathematical formulas programmatically.
- Experience identifying and correcting model gaps, inconsistencies, or legacy issues; familiarity with AI-assisted coding tools is required.
Nice to have
- Experience in prime brokerage or margin methodology design.
- Experience with counterparty credit exposure models such as PFE, EE, or EAD.
- Familiarity with equities, commodities, energy, and structured derivative products.
- Residence in Charlotte is strongly preferred.
Culture & Benefits
- Contingent contract engagement.
- Full-time consultants may receive medical, dental, and vision benefits.
- Eligible consultants may receive 401(k) contributions, PTO, and sick leave.
- Benefits may vary according to applicable state or local requirements.