Cross-Margin Quantitative Model Developer (Python / Counterparty Risk)

Charlotte, NC, US • Posted 5 hours ago • Updated 2 hours ago

Contract W2

On-site

USD0 - USD0

Strategic Staffing Solutions

Fitment

Dice Job Match Score™

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Job Details

Skills

Cross
Margin
Quantitative
Model
Developer
Python

Summary

Cross-Margin Quantitative Model Developer (Python / Counterparty Risk)

Location: Charlotte (Hybrid 3 days onsite)
Duration: 12-Month Contract (Extension Possible)

Overview

We are seeking a Quantitative Model Developer with deep expertise in cross-margining and counterparty credit risk (CCR) within capital markets.

This role focuses on enhancing and modernizing cross-margin risk models used across complex derivative portfolios. The ideal candidate combines strong mathematical modeling skills with hands-on Python development, and has experience working in prime brokerage or derivatives environments.

Key Responsibilities

Quantitative Modeling

Develop and enhance counterparty credit risk models (CCR)
Design and improve cross-margin methodologies
Derive and implement mathematical models and formulas
Identify gaps and improve legacy model frameworks

Product Coverage

Model exposure across:
- Equity swaps
- Commodities (metals, energy)
- Convertible bonds

Technical Development

Build and maintain Python-based quant libraries
Develop prototypes and partner with engineering teams for production rollout
Utilize tools like GitHub Copilot for development efficiency
Write and optimize SQL queries for large datasets

Collaboration & Leadership

Partner with model owners, risk teams, and technology stakeholders
Translate business requirements into quant specifications
Mentor junior team members on modeling and cross-margin concepts

Operational Execution

Support high-priority, time-sensitive model requests
Deliver enhancements and validations aligned with business needs

Required Qualifications

Strong experience in cross-margining (prime brokerage or derivatives clearing)
Deep understanding of counterparty credit risk (CCR) models
Expertise in Python (quant library development)
Strong SQL skills
Advanced knowledge of:
- Probability & statistics
- Stochastic processes
- Financial modeling

Preferred Qualifications

Experience with PFE, EE,models
Background in prime brokerage or margin methodology design
Exposure to multi-asset derivatives (equities, commodities, structured products)
Experience using AI-assisted coding tools (e.g., Copilot)

Skill Breakdown

Cross-Margin Expertise: 50% (MOST IMPORTANT)
Quant / Math Modeling: 30%
Python / SQL: 20%

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.

Dice Id: sssmi
Position Id: JOB-245595
Posted 5 hours ago

Company Info

About Strategic Staffing Solutions

Strategic Staffing Solutions (S³) is a woman-owned, global IT consulting and business services corporation that delivers staff augmentation, managed services, total workforce management programs and direct hire recruiting with industry expertise in financial services, energy and utilities, oil, healthcare and insurance, telecommunications and retail distribution. S³’s Consultants are placed with Customers through the U.S., Europe and the Americas. Founded in Detroit, MI in 1990, S³ has reported consistent growth and profit every year and carries zero debt.

S3 Diversity Statistics
S3 has a 50/50 split among male/female employees; 60% of S3 employees identify as non-white; S3 s leadership team are 50% women; S3 currently employs 73% military veterans, military spouses and military affiliates.

Staffing Industry Analysts CCWP Charter Partner
S3 is the only charter partner for Staffing Industry Analysts Certified Contingent Workforce Professional (CCWP) program- a one-of-a-kind accreditation program designed for all professionals managing corporate contingent staffing.

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