Quant Dev - Counterpart credit risk

🌍 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.