Quantitative Analytics Specialist

Title: Quantitative Analytics Specialist 4

Cross-Margin Quantitative Model Developer

Location: 550 S Tryon St, Charlotte, NC Hybrid 3 days per week in-office

Duration: 12 months with potential to extend

Interview: 30 min MS Teams call, possible 2nd round

Overview:

• Client 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 markets.
• This 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 coding.
• The ideal candidate has a strong mathematical foundation, the ability to derive formulas, identify methodological gaps, and improve model implementations.
• Candidates will work closely with junior team members, business partners, model owners, technology stakeholders, and project management groups.
• Because 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 requests.

Key Responsibilities:
Modeling & Quantitative Analysis:

• Develop, enhance, and maintain counterparty credit risk models related to cross? margin methodologies.
• Derive analytical formulas, validate assumptions, and identify gaps in existing implementations.
• Improve or replace outdated models using modern stochastic and capital markets modeling techniques.

Support modeling across a range of complex financial products, including:
Equity swaps:

• Metals
• Energy derivatives
• Convertible bonds

Technical Development:

• Lead the build?out and integration of Python-based quantitative libraries to support model development and validation activities.
• Produce robust prototype models and partner with technology teams to transition them into production.
• Utilize generative AI development tools (e.g., Copilot) to increase coding efficiency and automation.
• Collaborate on database queries using strong SQL expertise.

Cross Functional Collaboration:

• Communicate clearly with model owners, business partners, technology teams, auditors, and project managers.
• Help translate business requirements into quant/model specifications and documentation.
• Provide coaching and technical guidance to junior team members on both modeling and cross?margin concepts.

Operational Readiness:

• Respond quickly to urgent model requests driven by high-impact cross?margin exposures in the CIB business.
• Ensure timely delivery of model enhancements, documentation, and validations.

Required Technical Skills:

• Python (expert level) ability to build, structure, and maintain quant libraries.
• Experience using AI-assisted coding tools (Copilot or similar).
• SQL expertise ability to query and manipulate large datasets.
• Strong numerical skills and experience with stochastic modeling and capital markets models.

Required Quantitative Skills:

• Ability to derive mathematical formulas and implement them programmatically.
• Strong understanding of cross?margining concepts in prime brokerage or derivatives clearing.
• Ability to identify and correct model gaps, inconsistencies, or legacy issues.
• Solid foundation in probability, statistics, and stochastic processes.

Skill Weighting:

• Cross?margin expertise: ~50%
• Mathematics/modeling: ~30%
• Coding (Python/SQL): ~20%

Preferred Qualifications:

• Experience in prime brokerage or margin methodology design.
• Prior work with counterparty credit exposure models (e.g., PFE, EE, EAD).
• Familiarity with equities, commodities, energy, and structured derivative products.
• Candidates 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 Analytics.
• Review 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 personnel

Required 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.

Note:

Team: Contingent Solutions Counterparty Credit Risk Modeling

Regards,

Nick Arthur (Nizam)

Associate Director, Recruitment

Pull Skill Technologies Inc.

Direct: 1 551-272-o197