XTB is a global financial technology company focusing on online trading of financial instruments. We are the largest FinTech in Poland and a leader in Central and Eastern Europe, with our operations covering multiple countries across Europe, Asia, and South America. At XTB, we focus on the growth of our employees, giving them opportunities to gain knowledge and skills in various fields, as well as offering a number of training and development programs.
If you are looking for exciting challenges and want to gain valuable experience in an international business environment, XTB is the right place for you.
We are a certified Great Place to Work company.
Responsibilities
- 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
In your daily role on our team, you will:
Requirements
- 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)
This position is for you if you:
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
Skills Required
- 5th-year student available at least three days per week, or degree in quantitative methods or financial mathematics
- Theoretical knowledge and practical project experience with option pricing models, including Black-Scholes, CRR, and delta-hedging
- Knowledge of quantitative methods for data analysis and financial market functioning
- Interest in risk measurement methodologies, including VaR, Monte Carlo simulations, expected shortfall, scenario analysis, stress testing, and Greeks
- Ability to work independently and actively solve challenges
- Proficiency in Python and SQL Server
- English proficiency at minimum B2 level
What We Do
XTB is a Poland-based online trading and investment company that provides access to thousands of CFDs on currencies, indices, commodities, stocks and ETFs, as well as real stocks, ETFs and Investment Plans. It combines proprietary financial technology, including the xStation platform, with brokerage, investing and savings services, aiming to operate as an all-in-one investment application for clients across international markets.
