Remote
•
4d ago
Position Overview We are seeking a highly analytical Quantitative Model Developer with strong Python engineering capabilities and deep expertise in cross-margining, prime brokerage, and capital markets. This role focuses specifically on counterparty credit risk modeling, rather than pricing or market risk models. The successful candidate will develop and enhance cross-margin methodologies, derive mathematical formulas, identify gaps in existing models, and implement rigorous quantitative solu
Easy Apply
Contract, Third Party
Depends on Experience

