Strong understanding of cross-margining in prime brokerage or derivatives markets.
Ability to derive mathematical formulas and implement them in code.
Experience identifying and resolving model issues and limitations.
Strong knowledge of probability, statistics, and stochastic modeling.
Technical Skills
Expert-level Python programming.
Experience using AI coding tools (Copilot or similar).
Strong SQL skills.
Experience with quantitative and capital markets models.
Skill Priorities
Cross-margin expertise: 50%
Mathematics and quantitative modeling: 30%
Python and SQL development: 20%
Preferred Experience
Prime brokerage or margin methodology design.
Counterparty credit risk models such as PFE, EE, or EAD.
Exposure to equities, commodities, energy, and structured derivatives.
Charlotte-based candidates are preferred.
In One Sentence
This is primarily a Cross-Margin Quant Developer role requiring deep knowledge of counterparty credit risk and margin methodologies, supported by strong quantitative modeling (30%) and Python development skills (20%)