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Quantitative Consultant

Company: DIVERSANT, LLC.
Location: Charlotte
Posted on: May 21, 2020

Job Description:

DIVERSANT, LLC (ldquoDIVERSANTrsquo) has an immediate need for a talented Quantitative Consultant that brings experience in the Financial Services Industry. This is a 1-2 year contract opportunity with long-term potential and is located in uptown Charlotte, NC. Please review the below job description and contact me ASAP. W2 hourly only - must be eligible to convert with no sponsorship Must be able to relocate and work in Charlotte, NC at own expense The Counterparty Credit Risk Analytics (CCRA) team is part of a Center of Excellence designed to improve model development. This group is housed within the Enterprise Counterparty Market Risk organization and is responsible for all counterparty credit risk analytics for the firm. CCRA is seeking an experienced counterparty risk quant that will be actively involved in development, testing, and documentation of the models for the Potential Future Exposure (PFE) calculation, which is used for counterparty limit setting and other analysis in support of the Bank's counterparty credit risk management. Majority of the exposure modeling sits in the main PFE engine and is based on Monte Carlo simulation and full re-valuation of derivatives. There are also substantial alternative exposure modeling approaches. The underlying assets include interest rates, commodities, equities, foreign exchange, credit derivatives, and hybrid products. This position is particularly attached to the re-development of alternative PFE model suite covering broad asset classes and product types. The ideal candidate shall have solid education background, and real experience with counterparty risk modeling. The success of this project requires intensive team discussions and interactions with cross-functional teams. Strong communication skills and team working spirit will be essential to this role. Responsibilities for this role will include, but not be limited to, the following Perform ad-hoc datamodel impact analysis. Critical documentation reviewedit. Collaborate with all stakeholders for issue and progress tracking. Required Qualifications A Master's degree or higher in a quantitative field such as mathematics, engineering, physics, computer science, or statistics. Good counterparty credit risk modeling knowledge and strong technical writingediting skills are must haves. Real working experience with counterparty risk modeling and systems. Desired Qualifications PhD in a quantitative discipline Good knowledge and understanding of financial marketsproducts and derivatives valuation Good verbal, written, and interpersonal communication skills Other Desired Qualifications Hands-on experience implementing computational methodologies in finance. Familiarity with financial risk management and trading system architecture. 3+ years in counterparty risk modeling field. Good knowledge about value at risk (VaR), ISDA, CSA, central clearing counterparty (CCP), initial margin (IM), etc. Programming skills Java, Python, SQ, ExcelVBA, Please email me the your most current resume and refer to QuantCLT in the subject line. Regards, Mary Martini Recruiting Lead mmartinidiversant.com DIVERSANT (diversant.com httpwww.diversant.com ) is one of the largest minority-owned IT staffing firms in the U.S. We offer rewarding career opportunities with many of the nationrsquos leading corporations. Our experienced recruiters understand what hiring managers look for in a candidate and provide our applicants with the proper support and guidance along the entire application and interviewing process. We offer opportunities on a contingent, contract-to-hire, and direct hire basis. At DIVERSANT, we are committed to providing the highest level of service and satisfaction to our customers, consultants, and employees. DIVERSANT is an equal opportunity employer and complies with all applicable federal, state and local fair employment practices laws. DIVERSANT strictly prohibits and does not tolerate discrimination against employees, applicants and other covered persons because it does not discriminate against employees or applicants for employment on the basis of race, color, religion, creed, national origin or ancestry, nationality, ethnicity, sex, gender, gender identity or expression, age, physical or mental disability or handicap, pregnancy, past, current or prospective service in the uniformed services, genetic information, including refusal to participate in genetic testing or provide genetic information, sexual orientation or affectional orientation, marital status, civil union and domestic partnership status, atypical hereditary cellular or blood trait (AHCBT), for example, sickle cell trait, Tay-Sachs trait or cystic fibrosis, or any other characteristic protected under applicable federal, state or local law. This applies to all terms and conditions of employment, including, but not limited to, hiring, placement, promotion, termination, layoff, transfer, leaves of absence, and compensation and training.

Keywords: DIVERSANT, LLC., Charlotte , Quantitative Consultant, Professions , Charlotte, North Carolina

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