Dot Net With Angular

Charlotte, NC (3 days onsite)
Rate : $80/hr.
Contract W2

As a Quantitative Analytics Specialist, you will:

Day to Day Responsibilities:

• Develop, enhance, and maintain counterparty credit risk models with a focus on cross-margin methodologies
• Design and implement cross-product exposure models incorporating derivatives, securities financing transactions, and other instruments
• Perform mathematical derivations and validate model assumptions, ensuring accuracy and regulatory compliance
• Identify model limitations, propose enhancements, and close methodological gaps.
• Build robust and scalable solutions using Python for model implementation and analytics.
• Optimize performance of existing models and ensure efficient data processing.
• Ensure code quality through best practices, testing, and documentation.

The ideal candidate will have:

• Bachelor's or master's degree in mathematics, Statistics, Finance, Engineering, or a related quantitative field
• Experience in Python programming (NumPy, Pandas, SciPy preferred).
• Understanding of counterparty credit risk concepts.
• Knowledge of cross-margining, prime brokerage, and capital markets products
• Mathematical skills with the ability to derive formulas and implement models
• Experience working with large datasets and complex analytical models