Join a cutting-edge team in the heart of investment innovation!
This is a Wrocław-based hybrid opportunity – 3 days from home per week.
As a Quant Developer, you will be working for our client – a global leader in quantitative and systematic investment management. You will be responsible for designing and building real-time risk and performance systems, collaborating with Traders, Quantitative Analysts, and Risk and Technology teams to support live decision-making.
Your key responsibilities: Build the quant foundations of a new PnL/risk management system
- Design and implement new risk models and scenarios for multiple asset classes
- Integrate core derivatives pricing library with FO Pricing Quants
- Develop risk models and scenarios for live trading strategies
- Collaborate with Risk & Technology teams to integrate analytics into the risk management system
You’re ideal for this role if you have:
- 5-10 years of experience as a FO Quant Developer
- Master’s Degree or PhD in a quantitative field
- Front Office experience with direct trader interaction
- Strong understanding of payoff, risk, valuation, and data structures
- Strong Python skills; good C++ skills are desirable
- Excellent team-player with pragmatic approach and communication skills
- Relocation Package – relocation transportation and accomodation
#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 #7133
Adres:
SKYLIGHT BUILDING | ZŁOTA 59 | 00-120 WARSZAWA
BUSINESS LINK GREEN2DAY BUILDING | SZCZYTNICKA 11| 50-382 WROCŁAW
Kontakt:
INFO@ITDS.PL
+48 883 373 832