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  • Quant Dev - Counterpart credit risk
    New
    C

    Quant Dev - Counterpart credit risk

    Kraków
    7 620 USDNet/month - B2B
    Type of work
    Full-time
    Experience
    Mid
    Employment Type
    B2B
    Operating mode
    Hybrid

    Tech stack

      C++

      advanced

      English

      advanced

      Python

      advanced

      Market Risk

      regular

      Credit Risk

      regular

    Job description

    🌍 Work mode – hybrid – 1 day per week in the office in Cracow.

    💰 Rate – up 180 zl/h B2B.

    ⏳ Contract length – 12 months with possibility of extensions.

    ⏰ Start – ASAP/ 1 month.

    📕 Language – English.

    ⚙️Industry - banking.

     

    Job Description:

     

    There are various reg driven programmes within GRA - this quant dev will need to come support the IRC model program and also the Capital economics program where they are building a new model specifically focused on this.

     

    Key Requirements:

     

    • Experience with Counterparty Credit Risk.
    • Strong background in Stress Testing.
    • Proficiency in programming (Python, C++, or similar).
    • Solid understanding of Market Risk concepts.

     

    We offer:

    • Attractive remuneration in the B2B model depending on your competencies and experience.
    • Transparently built relations.
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    7 620 USD

    Net/month - B2B

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