Overview
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Job Details
Title: Quantitative Risk Analyst We are seeking a Quantitative Analytics Specialist to join the Credit and Counterparty Risk Analytics (CCRA) team within Market and Counterparty Risk Analytics (MCRA). This team designs and specifies credit and counterparty risk models used for counterparty credit risk oversight across derivatives, securities financing transactions, structured products, and other complex exposures. This role is focused on developing, enhancing, and maintaining the PEAC model for counterparty risk assessment within the Prime Brokerage business. You will work closely with risk management, model validation, and technology stakeholders to deliver robust and effective risk analytics solutions. Develop and maintain quantitative risk models for counterparty credit risk (PEAC model). Work with large datasets using Python and SQL for model development and implementation. Partner with Sales & Trading, Risk Management, Model Validation, and Technology teams to align deliverables with business needs. Apply advanced quantitative and statistical techniques to financial products such as derivatives, securities financing, and structured products. Ensure compliance with regulatory requirements and internal risk standards. 4+ years of Quantitative Analytics experience. 4+ years of hands-on coding with Python and SQL. 2+ years of experience with derivative products and markets (equities, prime brokerage). Master s degree (or higher) in Computer Science, Computational Finance, Mathematics, or a related technical field. Strong knowledge of risk theory, statistics, and mathematics behind data models. Excellent communication skills (verbal, written, and interpersonal). Prior experience developing models for counterparty credit risk. Background in large-scale software implementation in Python. Experience collaborating with front-office trading partners.
Location: Charlotte, NC
Max PR: $67/hr
Job Type: ContractKey Responsibilities:
Required Qualifications:
Desired Skills: