Senior Quant Developer

Location
Contract Type
fulltime
Salary
12 000 - 22 000 zł
Published
Reference
6-10-55908
This position is archived.
This position is archived.
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

Other notes
For more related job opportunities visit https://www.grafton.pl/en/job-search
This position is archived.
This position is archived.