Quantitative Developer

Job Title: Quantitative Developer

Location: Charlotte, NC (Hybrid: 3 days Onsite / 2 days REMOTE)

Duration: 12+ Months (Extension Possible)

Summary / Description:

• Seeking a highly analytical Quantitative Model Developer with strong Python engineering skills and deep familiarity with cross margining concepts within prime brokerage and capital markets.
• This role focuses on enhancing and maintaining counterparty credit risk models-not pricing or market risk models-with an emphasis on mathematical rigor, cross product methodology development, and hands-on coding.
• The ideal candidate has a strong mathematical foundation, the ability to derive formulas, identify methodological gaps, and improve model implementations.

Skills & Experience Needed:

• 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.

Required Quantitative Skills:

• Ability to derive mathematical formulas and implement them programmatically.
• Strong understanding of crossmargining 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.

Responsibilities:

• 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 crossmargin 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• Improve or replace outdated models using modern stochastic and capital markets modeling techniques.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

Preferred: (Nice to have)

• 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.

Dexian stands at the forefront of Talent + Technology solutions with a presence spanning more than 70 locations worldwide and a team exceeding 10,000 professionals. As one of the largest technology and professional staffing companies and one of the largest minority-owned staffing companies in the United States, Dexian combines over 30 years of industry expertise with cutting-edge technologies to deliver comprehensive global services and support.

Dexian connects the right talent and the right technology with the right organizations to deliver trajectory-changing results that help everyone achieve their ambitions and goals.To learn more, please visit https://dexian.com/.

Dexian is an Equal Opportunity Employer that recruits and hires qualified candidates without regard to race, religion, sex, sexual orientation, gender identity, age, national origin, ancestry, citizenship, disability, or veteran status.