Vacancy details
This is a private vacancy. Company details stay confidential until InVault confirms a serious candidate fit.
- Status
- Active
- Date posted
- 2026-10-12
- Open until
- 2027-01-10
- Employment type
- Full-time
- Source-listed languages
- English
- Language requirement
- Required
- Work arrangement
- Hybrid
- Physical workplaces
- Warsaw, Poland
- Applicant eligibility
- Applicant geography not specified
Overview
Apply quantitative methods to the practical work of an options trading team. The role connects pricing theory with portfolio risk and the preparation of option products. It suits someone early in a trading career who can test assumptions, work through numerical problems and explain how a model or risk measure informs a decision. The work also requires attention to the regulatory conditions surrounding the instruments being offered.
Requirements
- Be a final-year student or graduate in quantitative methods or financial mathematics, with practical project experience in option pricing and market-data analysis.
- Use Python and SQL Server confidently, understand models such as Black-Scholes and CRR, and communicate in English at B2 level or above.
Responsibilities
- Contribute to options-pricing models and technical tools that support the management of option portfolios and related trading decisions.
- Calculate portfolio risk measures, compare exposures with applicable limits and investigate changes that require further analysis.
- Help prepare option contract offerings, coordinating relevant information with internal stakeholders, brokers and regulatory specialists.
- Support the interpretation and implementation of regulatory requirements, maintaining a clear connection between product features, models and operational controls.
Conditions
- This is full-time work with a hybrid arrangement in Warsaw.
Tech stack
- Python
- SQL Server