Senior Quant Developer: Cross-Margin & CCR Modeling
Collabera
Collabera is seeking a Senior Quant Developer / Quantitative Modeler for a hybrid role in Charlotte, NC. The position focuses on developing Counterparty Credit Risk models and requires strong expertise in cross‑margin methodologies. Ideal candidates will have over 5 years of experience in quantitative analytics and advanced Python skills. The role offers competitive pay, medical benefits, and a 401(k) retirement plan. #J-18808-Ljbffr Collabera
Vacancy posted 2 days ago
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