Junior Trader

Responsibilities

In your daily role on our team, you will:

• Co-create and implement option pricing models as well as IT tools and solutions supporting the process of managing risk in option portfolios
• Calculate risk measures for option portfolios and compare them with applicable limits
• Participate in preparing option contract offerings: collaboration with internal clients, brokers, and regulatory supervisors
• Analyze and implement regulatory requirements and applicable legal provisions

Requirements

This position is for you if you:

• Are a 5th-year student (available minimum 3 days per week) OR hold a degree in quantitative methods or financial mathematics
• Have theoretical knowledge and practical experience (projects) with option pricing models: Black-Scholes, CRR, delta-hedging, and quantitative methods used for data analysis and financial market functioning
• Are interested in risk measurement methodologies: VaR, Monte Carlo simulations, expected shortfall, scenario analyses (what-if), stress-testing, and Greek letters
• Work independently and actively seek solutions to encountered challenges
• Have proficiency in Python and SQL Server
• Speak English (minimum B2 level)

What We Offer

• Hybrid work arrangement: Warsaw office (schedule to be arranged)
• Employment contract: permanent position (indefinite term possible after probation)
• All the required tools and training required to be successful
• Possibility of developing inside the company’s structures