Traded Risk Contractor with expertise in CCR/XVA

• Unique opportunity to join a market-leading global risk analytics team
• Actively support the development of groundbreaking risk models for financial and operational risks
• Engage in highly complex work requiring a blend of analytical, technical, and project management skills
• Be part of an inclusive culture that promotes innovation and collaboration
• Competitive benefits package

If you're a seasoned Traded Risk Contractor with an in-depth understanding of CCR and XVA, we have an exciting opportunity for you! Our client is a global entity familiar with setting the standard in risk analytics. They're looking to invite a proactive, experienced risk professional to their team in Krakow, Poland.

Position Overview

As the Traded Risk Contractor, you'll be key in the development, application, and maintenance of trading risk models related to CCR and XVA. This intercontinental role demands you to liaise with regional risk analytics teams to ensure alignment on risk reporting matters. You'll possess an excellent understanding of Stochastic Calculus applied to quantitative finance, along with knowledge of numerical optimisation techniques.

Responsibilities

• Drive the development of a Cross-asset library for calibration, simulation, pricing, aggregation, and sensitivity computation.
• Assure the performance of models using real-world data and support the ongoing maintenance of the CCR/XVA library.
• Understand the features, assumptions, and limitations of the models, propose an enhancement approach, and identify target market data.
• Foster improvements to the systems and data infrastructure supporting CCR & XVA models deployment.
• Effectively coordinate projects aimed at aligning methodologies and governance.
• Assist in the ongoing application of the models in a business-as-usual risk management framework.

Requirements

• A minimum of 4 years' experience in a quant role.
• Demonstrable familiarity with key risk measures such as CVA, EPE, PFE.
• Must hold a Master's degree in a Math, Computer Science or Engineering discipline.
• Strong capabilities in C++, Python, and Linux. Experience with Apache Beam, GCP, MKL, Protobuf, CMake, Jenkins, Docker etc. is welcome.
• Outstanding communication skills and flexibility to work in an international team.
• Proven ability to maintain composure and deliver efficient data analysis tasks under stressed timelines.
• Strong organisational skills, capable of managing multiple tasks in parallel.

How to Apply

If you are looking to advance in your career and have the skills and experience to excel in an organisation where excellence, cooperation and innovation are celebrated, then we want to hear from you. To apply, send your CV highlighting your relevant experience in CCR/XVA model development, and a short statement of interest to further demonstrate your aptitude for this role. We look forward to hearing from you. The next step in your professional journey starts here!