Specialist Quantitative Developer

Location: Krakow
Contract Type: Permanent

• Expand a market-leading ABS pricing platform to new US bond products using Python
• Join a specialist quantitative analytics team across four global offices collaborating on fair value methodologies
• Develop and refine quantitative models with direct engagement with front office and product control teams
• Work on regulated financial services projects requiring IFRS9 compliance and rigorous testing standards

Company Overview

Our client is a leading global financial services organisation with operations across 75 countries and territories. They serve millions of customers worldwide from over 6300 offices providing banking and financial services at scale. Within their Global Markets Finance division they operate a specialist Product Control Analytics team dedicated to implementing fair value adjustment methodologies developing quantitative tools and ensuring compliance with evolving financial regulations. The team combines deep subject matter expertise with a commitment to building robust control frameworks that support both internal risk management and business decision-making.

Our client is seeking a Specialist Quantitative Developer to join their Product Control Analytics team in Krakow. Youll expand their established ABS platform to cover new US bond products working alongside experienced quantitative professionals in a role that combines technical development with meaningful stakeholder engagement. If you have strong Python and SQL Server skills and experience developing quantitative models this is an opportunity to advance your career within a global financial services organisation.

Position Overview

Youll join a centralised specialist quantitative team responsible for implementing and refining fair value adjustment methodologies across asset-backed securities. Your primary focus will be extending an existing Python-based ABS platform to cover new US bond products incorporating accounting implementations of expected losses and foreign exchange impact calculations. This role directly supports the organisations market risk management and product control functions ensuring methodologies remain compliant with regulatory requirements whilst delivering accurate pricing and impairment calculations.

Responsibilities

• Extend the existing Python model to cover US asset-backed securities bonds building on established platform architecture
• Engage with front office and product control teams to define development requirements and validate solutions
• Develop and maintain automated test coverage including unit integration and regression tests
• Collaborate with stakeholders to set expectations communicate progress and deliver changes on schedule
• Support the integration of market-wide vendor connections through API connections

Requirements

• Strong practical experience with Python and SQL Server
• Demonstrated experience with data processing using Pandas and understanding of web APIs such as FastAPI
• Proven experience developing quantitative models in Python
• Fluency in English both spoken and written
• Strong communication skills attention to detail and ability to work to defined timelines
• Ability to work effectively within a challenging quantitative analytics environment

Nice to have:

• Experience with C as some core infrastructure components use this language
• Knowledge of asset-backed securities and IFRS9 regulatory requirements

Benefits

• Opportunity to work on complex quantitative projects within a global financial services organisation
• Career development within a structured regulated financial services environment

Alongside a competitive benefits package youll join a values-driven organisation where technical excellence and regulatory compliance are paramount. Youll work within a collaborative team environment where your contributions directly impact risk management and business decision-making across global markets.

How to Apply

To apply for this role please submit your CV using the form below or email