Quantitative Analytics Specialist 4

Outstanding long-term contract opportunity! A well-known Financial Services Company is looking for a Quantitative Analytics Specialist in Charlotte, NC (Hybrid). Work with the brightest minds at one of the largest financial institutions in the world. This is a long-term contract opportunity that includes a competitive benefit package! Our client has been around for over 150 years and is continuously innovating in today's digital age. If you want to work for a company that is not only a household name, but also truly cares about satisfying customers' financial needs and helping people succeed financially, Contract Duration: 6 Months Required Skills & Experience 5+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work or consulting experience, training, military experience, education Python (expert level) – ability to build, structure, and maintain quant libraries. Experience using AI-assisted coding tools (Copilot or similar). SQL expertise – ability to query and manipulate large datasets. Strong numerical skills and experience with stochastic modeling and capital markets models. Ability to derive mathematical formulas and implement them programmatically. Strong understanding of cross?margining concepts in prime brokerage or derivatives clearing. Ability to identify and correct model gaps, inconsistencies, or legacy issues. Solid foundation in probability, statistics, and stochastic processes. Desired Skills & Experience Experience in prime brokerage or margin methodology design. Prior work with counterparty credit exposure models (e.g., PFE, EE, EAD). Familiarity with equities, commodities, energy, and structured derivative products. What You Will Be Doing Consult on complex initiatives with broad impact and large-scale planning for Quantitative Analytics Review and analyze complex multi-faceted, larger scale or longer-term Quantitative Analytics challenges that require in-depth evaluation of multiple factors including intangibles or unprecedented factors Contribute to the resolution of complex and multi-faceted situations requiring solid understanding of the function, policies, procedures, and compliance requirements that meet deliverables Strategically collaborate and consult with Client personnel 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 techniques. Support modeling across a range of complex financial products, including: Equity swaps Metals Energy derivatives Convertible bonds Technical Development Lead the build?out and integration of Python-based quantitative libraries to support model development and validation activities. Produce robust prototype models and partner with technology teams to transition them into production. Utilize generative AI development tools (e.g., Copilot) to increase coding efficiency and automation. Collaborate on database queries using strong SQL expertise. Cross?Functional Collaboration Communicate clearly with model owners, business partners, technology teams, auditors, and project managers. Help translate business requirements into quant/model specifications and documentation. Provide coaching and technical guidance to junior team members on both modeling and cross?margin concepts. Operational Readiness Respond quickly to urgent model requests driven by high-impact cross?margin exposures in the CIB business. Ensure timely delivery of model enhancements, documentation, and validations. #J-18808-Ljbffr Motion Recruitment Partners LLC