Grafton Recruitment, firma założona w 1982 roku w Irlandii, to wiodąca agencja rekrutacyjna z ponad 30 letnim doświadczeniem. Grafton Recruitment jest jedną z największych niezależnych firm rekrutacyjnych w Europie, wyspecjalizowaną w rekrutacji profesjonalistów średniego i wyższego szczebla we wszystkich sektorach. Gwarancją wysokiej jakości naszych usług jest posiadany certyfikat ISO 9001.
Agencja zatrudnienia (nr licencji 812)
Agencja zatrudnienia (nr licencji 812)
Senior Quant Developer
Job location: Kraków
Nr ref.: 6-10-55908
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
Uprzejmie informujemy, że skontaktujemy się tylko z wybranymi kandydatami.
Osoby zainteresowane prosimy o przesyłanie aplikacji za pomocą przycisku
pod ogłoszeniem: "APLIKUJ TERAZ".
