Quantitative Developer
Job Location:
Job Location:
Charlotte, VT - USA
Monthly Salary:
Not Disclosed
Monthly Salary:
Posted on:
7 hours ago
Posted on:
Vacancies:
1 Vacancy
Vacancies:
Job Summary
Quantitative Model Developer with strong Python programming skills and experience in cross-margining within prime brokerage or capital markets. The role focuses on building improving and supporting counterparty credit risk models (not pricing or market risk models).
Required Skills
- Quantitative Skills
- Strong understanding of cross-margining in prime brokerage or derivatives markets.
- Ability to derive mathematical formulas and implement them in code.
- Experience identifying and resolving model issues and limitations.
- Strong knowledge of probability statistics and stochastic modeling.
- Technical Skills
- Expert-level Python programming.
- Experience using AI coding tools (Copilot or similar).
- Strong SQL skills.
- Experience with quantitative and capital markets models.
Skill Priorities
- Cross-margin expertise: 50%
- Mathematics and quantitative modeling: 30%
- Python and SQL development: 20%
Preferred Experience
- Prime brokerage or margin methodology design.
- Counterparty credit risk models such as PFE EE or EAD.
- Exposure to equities commodities energy and structured derivatives.
- Charlotte-based candidates are preferred.
- In One Sentence
- This is primarily a Cross-Margin Quant Developer role requiring deep knowledge of counterparty credit risk and margin methodologies supported by strong quantitative modeling (30%) and Python development skills (20%).
