Senior Quant Developer

Location

Kraków

Industry

Construction & Real Estate

Contract Type

fulltime

Salary

12 000 - 22 000 zł

Published

Contact

Dominika Moskal

Reference

6-10-55908

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Job description

For one of the largest independent investment company in Europe, which recently had opened a branch in Cracow,

we are currently looking for candidates to fill the position of Senior Quant Developer.

In this role you will collaborate with a multidisciplinary team to design, develop & create quantitative analytical solutions and support and maintain existing applications. On this position you will be responsible for:

Continuous improvement and optimization of the valuation methods and in-house Pricing & Valuation Solution
Production support of existing systems – ability and desire to help with the support of data feeds, databases and scheduled production jobs are a critical requirements for everyone on the developer team
Assist with the continuous improvement of the automation of model testing and estimation processes
Develop or refine computer applications that provide a deeper analysis of asset performance, asset pricing, new asset classes, or information needed to measure or hedge risk
Help develop new products or services for our client base

Requirements

University degree in a technical field such as Mathematics, Physics, Computer Science, or Econometrics
Excellent programming skills in statistical packages such as Python, R, MATLAB, and Scala, experience in database systems such as Oracle, SQL Server (TSQL, PLSQL)
Deep understanding and professional experience of cross-asset class derivative valuation models covering interest rate, FX, equity and credit derivative products

Benefits

Possibility to be a part of newly created SSC center
Corporate benefits such as Multisport card, Private Medical Care, Life insurance
Language courses
Office in the city center

Recruitment Agency No. 812

To apply for this offer, please follow the "Apply now" button. The salary rates presented here are monthly gross and are based on Grafton Recruitment's research into salary trends. The final salary offered upon hiring will depend on how closely the candidate meets the requirements set out in the job offer. Job offers by Grafton Recruitment are not commercial offers within the meaning of the Polish Civil Code(Articles 66 and 71 CC). We kindly inform you, that we will process all applications with full discretion and contact selected candidates.

Grafton Recruitment Sp.z o.o. is registered on position 20329 in the National Recruitment Agencies Register.

For more related job opportunities visit https://www.grafton.pl/en/job-search

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This position is archived.