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Career

SHAPE THE FUTURE OF QUANTITATIVE FINANCE

Build the next generation of financial computing.

Join a team working across quantitative finance, software engineering and quantum research. Help turn mathematical methods into software, test new approaches against meaningful benchmarks and contribute to technology developed around real financial modelling challenges.

join to our Quantum family

Position Closed

Are you a coding maestro with a passion for Julia, Python or Quantum ?

We’re on the lookout for a dynamic individual to join our team and take our projects to new heights.

What you will do:

  • Shape the Experience: Build and enhance our user-facing platform using JupyterHub and modern web backend tools – your work will be the gateway to our quantum-powered models.

  • Power the Future: Collaborate on building next-generation quantum and GPU-accelerated algorithms in Julia – no quantum background needed, just your curiosity and passion for performance

What We’re Looking For:

  • 5+ years of hands-on development experience in Python or Julia
  • Solid understanding of cloud architecture (AWS or/and Google Cloud)
  • Familiarity with JupyterHub
  • Web application development experience
  • Familiarity with containerization – Experience with Docker or other tools to deploy cloud-based scientific workloads.
  • Strong fundamentals in software engineering – Experience with testing, version control (e.g., Git), CI/CD pipelines, and code reviews.
  • Understanding of modern software architecture – Comfort working with modular, well-structured codebases, and a sense of separation of concerns (frontend/backend, API layers, compute engines).
  • Having front-end development and UX design skills is an added benefit.
  • Collaborative mindset and communication skills – Ability to work effectively in remote, interdisciplinary teams (e.g., with quants, physicists, or product designers).
  • Bonus: Julia experience
  • Bonus: experience or strong interest in quantum computing
  • Bonus: background in finance or numerical computing
  • Bonus: Experience with numerical computing or scientific computing – Familiarity with optimization, matrix operations, or differential equations can be very useful in a financial/quantum context

Why Join Us:

  • Exciting projects that challenge and inspire, shaping the future of quantum computing
  • Collaborative team culture that values innovation and friendly, cozy atmosphere
  • Opportunities to grow and expand your unique skill set with edge technology
  • Competitive compensation with performance bonuses
  • Flexibility and work-life balance – because we believe in happy developers!

Location: Hybrid in Warsaw or Cracow

Employment Type: Full-Time

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The Role:
We’re looking for a Quantitative Analyst with a strong background in stochastic calculus, derivatives modeling, and numerical methods to join our team.

  • No prior experience in quantum computing is required.
  • Just curiosity and openness to learn.

You’ll collaborate closely with our quantum algorithm engineers and developers to build accurate, performant models for CVA, xVA, and related risk metrics, with a strong emphasis on Monte Carlo methods and interest rate modeling.

Key Responsibilities:

  • Work alongside quantum developers to translate classical models into quantum-compatible workflows.
  • Contribute to the development of interest rate models (e.g., Hull-White, LMM) and SDE-based pricing frameworks.
  • Build robust pricing and risk engines for xVA calculations, including CVA, DVA, and FVA.
  • Validate and test model performance across classical and quantum backends.
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Requirements:

  • Strong quantitative background: MSc or PhD in Quantitative Finance, Financial Mathematics, Physics, Applied Math, or related field.
  • Solid understanding of stochastic calculus, numerical PDEs, and derivative pricing theory.
  • Proficiency in Python or Julia; willingness to work with Julia in production.
  • Comfortable with research-grade code and production-grade development.
  • Experience with counterparty credit risk modeling and xVA (especially CVA).
  • Experience implementing Monte Carlo simulations for complex instruments.

Bonus Points:

  • Familiarity with quantum computing frameworks (Qiskit, Yao.jl, etc.) – optional but valued.
  • Previous work with quant libraries, risk engines, or quantitative software development.

What We Offer:

  • A cutting-edge R&D environment at the intersection of quantum computing and financial risk.
  • Collaborative team culture that values innovation and friendly, cozy atmosphere
  • Opportunities to grow and expand your unique skill set with edge technology
  • Competitive compensation with performance bonuses
  • Flexibility and work-life balance – because we believe in happy people!
  • Opportunities to work on open scientific problems and real-world financial systems.
  • Chance to shape the future of quantum finance.

Location: Hybrid, Warsaw or Cracow

Employment Type: Full-Time

Apply

Shaping the future of quantitative finance

Quantum-Accelerated Risk Modelling for Efficient and Scalable Financial Decision-Making with Multi-Sector Potential

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