Informacje o stanowisku

technologies-expected :

• C++
• Python

• We are seeking a highly skilled Pricing Derivatives Quant Developer with expertise in C++, Python, and quantitative finance. The ideal candidate will have experience in pricing derivatives, model validation and development, stochastic modelling, and XVA/CCR.
• This is an exciting opportunity to join a leading financial institution’s quant team, working on cutting-edge pricing models and risk analytics.

• Develop and enhance pricing models for derivatives across asset classes.
• Conduct model validation and development, ensuring accuracy and robustness.
• Apply stochastic modelling techniques to improve pricing and risk frameworks.
• Work on XVA (CVA, DVA, FVA) and Counterparty Credit Risk (CCR) methodologies.
• Collaborate with front office traders, quants, and risk teams to optimize pricing strategies.
• Implement and optimize solutions in C++ and Python for high-performance computing.

• Strong programming skills in C++ and Python.
• Solid understanding of pricing derivatives and quantitative finance.
• Experience in model validation and stochastic modelling.
• Knowledge of XVA, CCR, and counterparty risk frameworks.
• 3-7 years of experience in a front office or risk quant role.
• Ability to work in a fast-paced, collaborative environment.
• Experience: 3–7 years in a front office quant, risk, or model validation role.
• Technical Skills: Strong programming expertise in C++ and Python.
• Quantitative Expertise: Deep understanding of pricing derivatives, model validation, and stochastic modelling.
• Risk & XVA Knowledge: Experience with XVA (CVA, DVA, FVA), Counterparty Credit Risk (CCR), and risk analytics.
• Collaboration: Ability to work closely with traders, quants, and risk teams in a fast-paced environment.
• Location & Work Setup: Willing to travel to Kraków, Poland, with a hybrid work model (1 day onsite per week).

Kraków - Oferty pracy w okolicznych lokalizacjach