The Role:We’re looking for a Quantitative Analyst with a strong background in stochastic calculus, derivatives modeling, and numerical methods to join our team.- No prior experience in quantum computing is required.- Just curiosity and openness to learn.You’ll collaborate closely with our quantum algorithm engineers and developers to build accurate, performant models for CVA, xVA, and related risk metrics, with a strong emphasis on Monte Carlo methods and interest rate modeling.Key Responsibilities:- Work alongside quantum developers to translate classical models into quantum-compatible workflows.- Contribute to the development of interest rate models (e.g., Hull-White, LMM) and SDE-based pricing frameworks.- Build robust pricing and risk engines for xVA calculations, including CVA, DVA, and FVA.- Validate and test model performance across classical and quantum backends.Requirements:- Strong quantitative background: MSc or PhD in Quantitative Finance, Financial Mathematics, Physics, Applied Math, or related field.- Solid understanding of stochastic calculus, numerical PDEs, and derivative pricing theory.- Proficiency in Python or Julia; willingness to work with Julia in production.- Comfortable with research-grade code and production-grade development.- Experience with counterparty credit risk modeling and xVA (especially CVA).- Experience implementing Monte Carlo simulations for complex instruments.Bonus Points:- Familiarity with quantum computing frameworks (Qiskit, Yao.jl, etc.) – optional but valued.- Previous work with quant libraries, risk engines, or quantitative software development.What We Offer:- A cutting-edge R&D environment at the intersection of quantum computing and financial risk.- Collaborative team culture that values innovation and friendly, cozy atmosphere- Opportunities to grow and expand your unique skill set with edge technology- Competitive compensation with performance bonuses- Flexibility and work-life balance – because we believe in happy people!- Opportunities to work on open scientific problems and real-world financial systems.- Chance to shape the future of quantum finance.Location: Remote in EU, preferably based in CEEEmployment Type: Full-Time