Czym będziesz się zajmować? Quant AnalystLocation: Krakow office; flexibility with a few visits per monthIndustry: bankingContract: B2BSummary: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.Responsibilities: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.

Kogo poszukujemy? Key Requirements:5 years of experience in risk quant analysis.Proficiency in C++ and Python.Strong mathematical background.Experience with financial derivatives.Nice to Have:FRTB (Fundamental Review of the Trading Book) experience.