Quantitative Analytics Specialist

Please find details for this position below: Client: Banking/Financial Industry Title: Quantitative Analytics Specialist / Senior Quantitative Analytics / Lead Quantitative Analytics Specialist Location: Charlotte, NC - Hybrid Roles Duration: 06+ Months (W2, No C2C) Contract To Hire Required Qualifications: • 4+ years of Quantitative Analytics experience with Prime Brokerage, Counterparty Risk Analytics, and hands-on coding experience, python and SQL. • The Credit and Counterparty Risk Analytics (CCRA) team, part of Market and Counterparty Risk Analytics (MCRA), is responsible for designing and specifying credit and counterparty risk models. • These models are primarily employed for counterparty credit risk oversight and encompass a wide array of product categories, including derivatives, securities financing transactions, structured products, and other counterparty exposures. • This position is an individual contributor role dedicated to developing, enhancing, and maintaining the PEAC model for counterparty risk assessment within the Prime Brokerage business. • The successful candidate will collaborate closely with stakeholders across risk management, model validation, and technology functions to deliver robust and effective risk analytics solutions. Skills: • 4+ years of hands-on coding experience, python and SQL are most relevant. • 2+ years of derivative product and market experience in equity and prime brokerage. • Excellent verbal, written, and interpersonal communication skills. • Experience with large scale software implementation in python. • Experience with Sales and Trading partners as a model developer. • Master's or higher degree or equivalent in computer science, computational finance, mathematics or similar technical fields. • Individual has expertise on theory and mathematics behind the data. EEO: “Mindlance is an Equal Opportunity Employer and does not discriminate in employment on the basis of – Minority/Gender/Disability/Religion/LGBTQI/Age/Veterans.”