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Traded Risk Contractor CCR/XVA

  • Hybrid
  • English
  • Banking
  • Senior
  • Agile/Scrum

Join us, and explore the frontier of risk modeling technologies!

Krakow-based opportunity with the possibility to work 80% remotely!

As a Traded Risk Contractor CCR/XVA, you will be working for our client, a leading global financial institution, specifically in the Global Risk Analytics (GRA) team responsible for developing risk models for various financial risks.

Your main responsibilities:

  • Developing a Cross-asset library for calibration, simulation, and pricing
  • Assessing and validating model performance using real-world data
  • Supporting the ongoing maintenance of the CCR/XVA library
  • Driving improvements to systems and data infrastructure
  • Coordinating projects to align methodologies and governance
  • Assisting in the application of models within a risk management framework

You’re ideal for this role if you have:

  • At least 4 years of experience in a quant role
  • Familiarity with key risk measures such as CVA, EPE, PFE
  • Minimum Masters level in Math/Computer Science/Engineering
  • Excellent understanding of Stochastic Calculus and numerical optimization techniques
  • Strong skills in C++, Python, and Linux
  • Open personality with effective communication skills
  • Ability to handle data analysis tasks under tight timelines
  • Well-organized with the ability to manage multiple tasks in parallel

It is a strong plus if you have:

  • Experience with Apache Beam, GCP, MKL, Protobuf, CMake, Jenkins, Docker, or similar technologies

#GETREADY  to meet with us!

We would like to meet you. If you are interested please apply and attach your CV in English or Polish, including a statement that you agree to our processing and storing of your personal data. You can always also apply by sending us an email at recruitment@itds.pl.

Internal number #5145

Benefits

Access to +100 projects
Access to Healthcare
fintech-delivery
Access to Multisport
Training platforms
Access to Pluralsight
Make your CV shine
B2B or Permanent Contract
Flexible & remote work
Flexible hours and remote work