Charlotte, North Carolina
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Today
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
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