Traded Risk Contractor CCR/XVA

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

Krakow-based opportunity with the possibility to work 100% remotely!

As a Traded Risk Contractor CCR/XVA, you will be working for our Client, a global financial institution known for its extensive risk analytics team. You will be part of a dynamic group responsible for developing and validating models for counterparty credit risk (CCR) and derivative valuation adjustments (XVA). This role involves collaborating with international teams and enhancing critical tools to identify, measure, and manage trading book risks, treasury, and liquidity risks, as well as operational risks. Your work will support risk reporting and compliance efforts across the organization.

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 #5292

Internal number #5382