Cross Margin Quantitative Model Developer (contract)

Genesis10

Full-time Mathematical Science Occupations
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Location
Charlotte, North Carolina, United States
Posted
June 01, 2026

Job Description


Genesis10 is currently seeking a Cross Margin Quantitative Model Developer for a contract position with a Global Financial Institution located in Charlotte, NC. This is a 12+ month contract opportunity.


This role involves enhancing and maintaining counterparty credit risk models with a focus on cross margining concepts in prime brokerage and capital markets. The ideal candidate will possess a strong mathematical foundation and hands-on Python engineering skills to develop methodologies, derive formulas, and improve model implementations. This position requires a strong sense of urgency due to the high-impact nature of cross margin exposure.



Responsibilities:
  • Develop, enhance, and maintain counterparty credit risk models related to cross margin methodologies
  • Derive analytical formulas, validate assumptions, and identify gaps in existing implementations
  • Improve or replace outdated models using modern stochastic and ca...

    • Job Details

    • Job Type
      Full-time
    • Category
      Mathematical Science Occupations
    • Date Posted
      June 01, 2026
    • Application Deadline
      July 11, 2026