Senior Quantitative Analyst, ABS
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Posted on:
Yesterday
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1 Vacancy
Job Summary
Role:Senior Quantitative Analyst ABS
Location:KrakówPoland
Contract Type:Contractor(Fixed-term: 15 April 2026 - 30 November 2026)
Work Mode:Hybrid
Expand a market-leading ABS pricing platform to new US products using Python development
Join a specialist quantitative team embedded within a global financial services organisation
Work hybrid across a collaborative intellectually challenging environment in Kraków
Develop quantitative models with direct engagement from front office and product control teams
Shape fair value methodologies and control frameworks for complex financial instruments
Company Overview
Our client is a leading global financial services organisation with over 6300 offices across 75 countries. Headquartered in London they serve millions of customers worldwide through bankingtradingand financial advisory services. The organisation is recognised for their rigorous approach to risk management regulatorycomplianceand quantitative innovation across global markets.
Our clients Product Control Analytics team is seeking a Senior Quantitative Analyst to join their Kraków their established ABS platform to cover new US products working within a centralised specialist team dedicated to fair value methodologies and quantitative control frameworks. This is a fixed-term contract offering the chance to contribute meaningfully to a strategic platform expansion.
Position Overview
As Senior Quantitative Analystyoulllead the extension of an existing Python-based ABS model to US asset-backed securities implementing accounting methodologies for expected losses and foreign exchange closely with front office teams and product control stakeholders to translate business requirements into robust quantitative solutions. Your work directly supports the organisations risk management and regulatory compliance across global markets trading.
Responsibilities
Extend the existing Python model to cover US ABS bonds implementing new product coverage
Collaborate with front office and product control teams to define and refine development requirements
Develop andmaintaincomprehensive automated test coverage including unitintegrationand regression tests
Engage with stakeholders across the business to set expectations and deliver changes on schedule
Ensure code qualitydocumentationand adherence to quantitative modelling best practices
Requirements
Strong practical experience with Python and SQL Server
Demonstrated experience with data processing using Pandas and understanding of web APIs such asFastAPI
Proventrack recorddeveloping quantitative models in Python
Fluency in English both spoken and written
Strong communicationskills attention to detail and ability to work to tight timelines
Readiness to thrive in a challenging quantitative analytics environment
Nice to have:
Experience with C programming
Knowledge of Asset Backed Securities and IFRS 9 regulations
Benefits
Flexible working hours to support work-life balance
Hybrid work mode - choose to work from office remotely or a mix of both
Intellectually challenging work within a professional and collaborative team
Career development opportunities within an international organisation
Alongside these benefitsyoullbe immersed in a values-driven environment where rigorous thinking regulatory excellence and collaborative problem-solving define the alongside experienced quantitative professionals who value continuous learning and deliver impact on complex financial challenges.
How to Apply
To apply for this role please submit your CV using the form below or email
Required Experience:
Senior IC
Key Skills
- Splunk
- IDS
- Microsoft Access
- SQL
- Cybersecurity
- Intelligence Experience
- Malware Analysis
- Tableau
- Analysis Skills
- SAS
- Data Analysis Skills
- Analytics
