Senior Quantitative Risk Analyst — CCR & Cross-Margin

Agile Ventures Pvt Ltd; Charlotte (NC); Hybrid; USD 120,000 - 160,000; Full time

Job summary

Agile Ventures in Charlotte, NC, is hiring a Quantitative Analytics Specialist to develop and enhance counterparty credit risk models with cross-margining expertise. You will combine mathematical modeling, risk knowledge, and Python development to deliver scalable analytics solutions for capital markets.

The role emphasizes cross-product exposure modelling across derivatives and related instruments, hands-on Python, and collaboration with risk, technology, and analytics teams.

Qualifications

• Bachelor's or Master's degree in Mathematics, Statistics, Finance, Engineering, Quantitative Finance, or a related quantitative discipline.
• Strong Python programming experience.
• Hands-on experience with Python libraries such as NumPy, Pandas, and SciPy.
• Understanding of Counterparty Credit Risk (CCR) concepts and quantitative risk modeling.
• Knowledge of cross-margining methodologies.
• Understanding of prime brokerage and capital markets products.

Responsibilities

• Develop, enhance, and maintain counterparty credit risk models, with a focus on cross-margin methodologies.
• Design and implement cross-product exposure models covering derivatives, securities financing transactions, and other capital markets instruments.
• Perform mathematical derivations and validate model assumptions, methodologies, and outputs.
• Analyze model limitations, identify methodological gaps, and recommend enhancements.
• Implement quantitative models and analytics using Python.
• Develop robust and scalable solutions for large datasets and complex financial models.
• Optimize existing models and improve computational and data-processing performance.
• Perform model testing, validation, and quality checks.
• Follow software engineering best practices for testing, documentation, maintainability, and code quality.
• Collaborate with quantitative analysts, risk professionals, technology teams, and other stakeholders.

Skills

Python programming

Quantitative finance

Modeling

Cross-margining concepts

Education

Bachelor's or Master's in a quantitative field

Tools

NumPy

Pandas

SciPy

Job description

Agile Ventures in Charlotte, NC, is hiring a Quantitative Analytics Specialist to develop and enhance counterparty credit risk models with cross-margining expertise. You will combine mathematical modeling, risk knowledge, and Python development to deliver scalable analytics solutions for capital markets.

The role emphasizes cross-product exposure modelling across derivatives and related instruments, hands-on Python, and collaboration with risk, technology, and analytics teams.