Quantitative Risk Analyst

  • CHARLOTTE, NC
  • Posted 1 day ago | Updated 6 hours ago

Overview

On Site
$66.88 - $67 hr
Full Time
Contract - Independent
Contract - W2
Contract - 3+ mo(s)

Skills

QUANTITATIVE ANALYTICS SPECIALIST
QUANTITATIVE ANALYST
RISK ANALYTICS SPECIALIST
MODEL DEVELOPER
CREDIT RISK MODELER
COUNTERPARTY RISK ANALYST
ANALYTICS
PYTHON
PYTHON PROGRAMMING
PYTHON DEVELOPER
SQL
DATA ANALYSIS
DATABASE QUERYING
COUNTERPARTY CREDIT RISK
CREDIT RISK
RISK ANALYTICS
RISK MODELING
MARKET RISK
PRIME BROKERAGE
DERIVATIVES
EQUITY DERIVATIVES
SECURITIES FINANCING

Job Details

Title: Quantitative Risk Analyst
Location: Charlotte, NC
Max PR: $67/hr
Job Type: Contract

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.

Key Responsibilities:

  • 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.

Required Qualifications:

  • 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).

Desired Skills:

  • Prior experience developing models for counterparty credit risk.

  • Background in large-scale software implementation in Python.

  • Experience collaborating with front-office trading partners.

Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.