

Motion Recruitment
Senior Quantitative Analyst
⭐ - Featured Role | Apply direct with Data Freelance Hub
This role is for a Senior Quantitative Analyst with 4+ years in Quantitative Analytics, Python, SQL, and derivative market experience. It offers a 3+ month contract in Charlotte, NC (Hybrid) with a focus on credit and counterparty risk modeling.
🌎 - Country
United States
💱 - Currency
$ USD
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💰 - Day rate
616
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🗓️ - Date
October 3, 2025
🕒 - Duration
3 to 6 months
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🏝️ - Location
Hybrid
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📄 - Contract
Unknown
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🔒 - Security
Unknown
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📍 - Location detailed
Charlotte, NC
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🧠 - Skills detailed
#Computer Science #Python #Mathematics #Model Validation #SQL (Structured Query Language)
Role description
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, apply today.
Contract Duration: 3+ Months
Required Skills & Experience
• 4+ years of Quantitative Analytics experience
• 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.
What You Will Be Doing
• 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.
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, apply today.
Contract Duration: 3+ Months
Required Skills & Experience
• 4+ years of Quantitative Analytics experience
• 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.
What You Will Be Doing
• 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.