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Quantitative Analyst - Market Risk & Derivative Pricing

FinQbit

FinQbit

IT
Remote
Posted on Sep 22, 2025
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 backendsRequirements:- 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 instrumentsBonus Points:- Familiarity with quantum computing frameworks (Qiskit, Yao.jl, etc.) – optional but valued- Previous work with quant libraries, risk engines, or quantitative software developmentWhat 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 financeLocation: Remote in EU, preferably based in CEEEmployment Type: Full-Time