A financial services company in Charlotte is looking for a Quantitative Model Developer to enhance counterparty credit risk models focusing on cross-margin methodologies. The role requires at least 5 years of experience in Quantitative Analytics, advanced skills in Python and SQL, and a deep understanding of cross-margining concepts. Candidates should be able to consult on complex initiatives and provide mentorship to juniors. This hybrid position is high-visibility, supporting critical risk modeling initiatives.#J-18808-Ljbffr