Financial Model Development Specialist

4 dni temu


Kapelanka Kraków, Polska ITDS Pełny etat

At ITDS, we are seeking a skilled Financial Model Development Specialist to join our team. This role offers an exciting opportunity to work on cutting-edge financial risk models.

We are a global leader in the financial services industry, dedicated to developing innovative solutions for financial and operational risks. Our team is focused on creating robust models for counterparty credit risk (CCR) and derivative valuation adjustments (XVA).

Key Responsibilities:
  • Developing cross-asset libraries for calibration, simulation, pricing, aggregation, and sensitivity computation
  • Assessing and validating model performance using real-world data
  • Supporting the ongoing maintenance of the CCR/XVA library

Main Qualifications:

  • Minimum Master's level in Math, Computer Science, or Engineering discipline
  • Strong knowledge of numerical optimization techniques and challenges
  • Proficiency in C++, Python, and Linux

Additional Requirements:

  • At least 4 years of experience in a quant role
  • Clear and demonstrable familiarity with key risk measures such as CVA, EPE, PFE
  • Excellent understanding of Stochastic Calculus applied to quantitative finance
  • Effective communication skills and ability to work in an international team

Benefits and Career Growth:

  • Stable and long-term cooperation with very good conditions
  • Enhance your skills and develop your expertise in the financial industry
  • Work on strategic projects available in the market


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