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