Description

Required Skills

• Quantitative Skills
• 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%)

Key Skills

Education

Bachelor's degree