Quant Analytics Specialist: Counterparty Risk Modeling

ManpowerGroup Global, Inc.

Charlotte (NC)

On-site

USD 120,000 - 180,000

Part time

2 days ago

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Job summary

ManpowerGroup Global, Inc. in Charlotte, NC is seeking a Quantitative Analytics Specialist 4 - Contingent to join the Contingent Solutions team. You will develop and maintain counterparty credit risk models and contribute to cross-margin methodologies.

The role requires strong Python and SQL skills, plus a solid foundation in stochastic modeling, quantitative finance, and mathematical derivations. You will collaborate with model owners, business stakeholders, tech teams, auditors and project

Qualifications

Expertise in Python for developing quantitative libraries and frameworks.
Strong SQL skills for querying large datasets.
Deep understanding of cross-margining within prime brokerage and derivatives environments.
Ability to derive mathematical formulas and implement them programmatically.
Experience with stochastic modeling and quantitative finance principles.

Responsibilities

Develop, enhance, and maintain counterparty credit risk models.
Derive analytical formulas, validate modeling assumptions, and identify gaps.
Improve or replace legacy methodologies with modern techniques.
Model complex products like equity swaps, metals and energy derivatives, convertibles.
Collaborate with model owners, stakeholders, technology teams, auditors, and PMs.