Quantitative Model Developer Charlotte, NC - Hybrid Schedule 12+Months Contract Job ID: 177271 Overview: Client is seeking a highly analytical Quantitative Model Developer with strong Python engineering skills and deep familiarity with cross?margining concepts within prime brokerage and capital markets. This role focuses on enhancing and maintaining counterparty credit risk models-not pricing or market risk models-with an emphasis on mathematical rigor, cross?product methodology development, and hands-on coding. The ideal candidate has a strong mathematical foundation, the ability to derive formulas, identify methodological gaps, and improve model implementations. Modeling & Quantitative Analysis: Develop, enhance, and maintain counterparty credit risk models related to cross?margin methodologies. Derive analytical formulas, validate assumptions, and identify gaps in existing implementations. Improve or replace outdated models using modern stochastic and capital markets modeling techni...