TalentBridge
Overview
Title:
Quantitative Risk Analyst Location:
Charlotte, NC Max PR:
$67/hr Job Type:
Contract We are seeking a
Quantitative Analytics Specialist
to join the
Credit and Counterparty Risk Analytics (CCRA)
team within Market and Counterparty Risk Analytics (MCRA). This team designs and specifies credit and counterparty risk models used for counterparty credit risk oversight across derivatives, securities financing transactions, structured products, and other complex exposures. This role is focused on
developing, enhancing, and maintaining the PEAC model
for counterparty risk assessment within the
Prime Brokerage
business. You will work closely with risk management, model validation, and technology stakeholders to deliver robust and effective risk analytics solutions.
Responsibilities
Develop and maintain quantitative risk models for counterparty credit risk (PEAC model).
Work with large datasets using
Python
and
SQL
for model development and implementation.
Partner with
Sales & Trading, Risk Management, Model Validation, and Technology
teams to align deliverables with business needs.
Apply advanced quantitative and statistical techniques to financial products such as
derivatives, securities financing, and structured products .
Ensure compliance with regulatory requirements and internal risk standards.
Required Qualifications
4+ years of
Quantitative Analytics
experience.
4+ years of
hands-on coding
with
Python
and
SQL .
2+ years of experience with
derivative products and markets
(equities, prime brokerage).
Master’s degree (or higher) in
Computer Science, Computational Finance, Mathematics , or a related technical field.
Strong knowledge of risk theory, statistics, and mathematics behind data models.
Excellent communication skills (verbal, written, and interpersonal).
Desired Skills
Prior experience developing models for
counterparty credit risk .
Background in
large-scale software implementation
in Python.
Experience collaborating with
front-office trading partners .
#J-18808-Ljbffr
Title:
Quantitative Risk Analyst Location:
Charlotte, NC Max PR:
$67/hr Job Type:
Contract We are seeking a
Quantitative Analytics Specialist
to join the
Credit and Counterparty Risk Analytics (CCRA)
team within Market and Counterparty Risk Analytics (MCRA). This team designs and specifies credit and counterparty risk models used for counterparty credit risk oversight across derivatives, securities financing transactions, structured products, and other complex exposures. This role is focused on
developing, enhancing, and maintaining the PEAC model
for counterparty risk assessment within the
Prime Brokerage
business. You will work closely with risk management, model validation, and technology stakeholders to deliver robust and effective risk analytics solutions.
Responsibilities
Develop and maintain quantitative risk models for counterparty credit risk (PEAC model).
Work with large datasets using
Python
and
SQL
for model development and implementation.
Partner with
Sales & Trading, Risk Management, Model Validation, and Technology
teams to align deliverables with business needs.
Apply advanced quantitative and statistical techniques to financial products such as
derivatives, securities financing, and structured products .
Ensure compliance with regulatory requirements and internal risk standards.
Required Qualifications
4+ years of
Quantitative Analytics
experience.
4+ years of
hands-on coding
with
Python
and
SQL .
2+ years of experience with
derivative products and markets
(equities, prime brokerage).
Master’s degree (or higher) in
Computer Science, Computational Finance, Mathematics , or a related technical field.
Strong knowledge of risk theory, statistics, and mathematics behind data models.
Excellent communication skills (verbal, written, and interpersonal).
Desired Skills
Prior experience developing models for
counterparty credit risk .
Background in
large-scale software implementation
in Python.
Experience collaborating with
front-office trading partners .
#J-18808-Ljbffr