Quant Analyst

• Location: Krakow office; flexibility with a few visits per month
• Industry: banking
• Contract: B2B

The role is for a Risk Quant Analyst with experience in C++ and Python, focusing on counterparty credit risk (CCR) and the implementation of an XVA engine owned by the risk department. Candidates should have a strong mathematical background and experience in financial derivatives.

• Develop and maintain quantitative risk models.
• Utilize C++ and Python for data analysis and calculations.
• Work on the XVA engine for risk analysis.
• Collaborate with the front office for tooling rollout.

• 5 years of experience in risk quant analysis.
• Proficiency in C++ and Python.
• Strong mathematical background.
• Experience with financial derivatives.

• FRTB (Fundamental Review of the Trading Book) experience.