Charlotte, NC (3 days onsite) Rate : $80/hr. Contract W2 As a Quantitative Analytics Specialist, you will: Day to Day Responsibilities: Develop, enhance, and maintain counterparty credit risk models with a focus on cross-margin methodologies Design and implement cross-product exposure models incorporating derivatives, securities financing transactions, and other instruments Perform mathematical derivations and validate model assumptions, ensuring accuracy and regulatory compliance Identify model limitations, propose enhancements, and close methodological gaps. Build robust and scalable solutions using Python for model implementation and analytics. Optimize performance of existing models and ensure efficient data processing. Ensure code quality through best practices, testing, and documentation. The ideal candidate will have: Bachelor's or master's degree in mathematics, Statistics, Finance, Engineering, or a related quantitative field Experience in Python programming (NumPy, Pandas, SciPy preferred). Understanding of counterparty credit risk concepts. Knowledge of cross-margining, prime brokerage, and capital markets products Mathematical skills with the ability to derive formulas and implement models Experience working with large datasets and complex analytical models
Not specified in the original listing.
Not specified in the original listing.
