Quantitative Developer

Job Title: Quantitative DeveloperLocation: Charlotte, NC 28202Duration: 12 MonthsOverviewClient is seeking a highly analytical Quantitative Model Developer with strong Python engineering skills and deep familiarity with cross margining concepts within prime brokerage and capital marketsThis role focuses on enhancing and maintaining counterparty credit risk models—not pricing or market risk models—with an emphasis on mathematical rigor, cross product methodology development, and hands-on codingThe ideal candidate has a strong mathematical foundation, the ability to derive formulas, identify methodological gaps, and improve model implementationsCandidates will work closely with junior team members, business partners, model owners, technology stakeholders, and project management groupsBecause cross margin exposure plays a significant and high-impact role in CIB markets, this position requires a strong sense of urgency and responsiveness to ad hoc model requestsPreferred Qualification:Experience in prime brokerage or margin methodology designPrior work with counterparty credit exposure models (e.g., PFE, EE, EAD)Familiarity with equities, commodities, energy, and structured derivative productsCandidates located in Charlotte are strongly preferred; two existing team members are based here.In this contingent resource assignment, candidate may:Consult on complex initiatives with broad impact and large-scale planning for Quantitative AnalyticsReview and analyze complex multi-faceted, larger scale or longer-term Quantitative Analytics challenges that require in-depth evaluation of multiple factors including intangibles or unprecedented factors.Contribute to the resolution of complex and multi-faceted situations requiring solid understanding of the function, policies, procedures, and compliance requirements that meet deliverables.Strategically collaborate and consult with Client personnelRequired Qualifications:5 plus years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work or consulting experience, training, military experience, education.