full-time
Cross‐Margin Quantitative Model Developer
Strategic Staffing Solutions
- Employer
- Strategic Staffing Solutions
- Location
- Charlotte, North Carolina, United States
- Working pattern
- hybrid
About the role
Develop and maintain counterparty credit risk models focusing on cross-margin methodologies for complex financial products. Lead the integration of Python-based quantitative libraries and collaborate with technology teams to transition prototypes into production. Requires expert-level Python and SQL skills combined with a strong mathematical foundation in stochastic processes and probability. Deep familiarity with cross-margining concepts within prime brokerage and capital markets is essential.