Quantitative Developer – Python, Big Data & Quantitative Finance

Us3 Consulting; Warszawa; On-site; PLN 360,000 - 600,000; Full time

Job summary

Us3 Consulting in Warszawa is seeking a Senior Software Developer / Quantitative Developer to build risk analytics, calculation engines and historical market data platforms. The role requires 5+ years of software development experience, strong Python, Big Data, SQL and experience with derivatives pricing or risk analytics.

You will work across Linux/UNIX environments and collaborate with cross-functional teams.

Qualifications

• 5+ years of software development experience, ideally in financial services.
• Strong Python programming and clean coding practices.
• Strong Big Data / Hadoop experience with hands-on Apache Spark and/or Apache Pinot.
• Strong SQL skills and experience with data-intensive applications.
• Experience with derivatives pricing, market risk or risk analytics.
• Knowledge of VaR, Greeks, HPL/RTPL and/or HVaR.
• Experience across Linux/Windows/UNIX environments and shell scripting.
• Experience with Git, Jenkins, CI/CD and SDLC/DevOps practices.
• Strong analytical, problem-solving, communication and teamwork skills.

Skills

Python programming

Big Data / Hadoop

Apache Spark

Apache Pinot

SQL

OS familiarity (Linux/Windows/UNIX)

DevOps / SDLC

Analytical thinking

Tools

Git

Jenkins

CI/CD

NumPy

pandas

Job description

Quantitative Developer – Big Data & Quantitative Development

We are looking for experienced Senior Software Developers / Quantitative Developers with strong Python, Big Data and quantitative finance expertise to work on risk analytics, calculation engines and historical market data platforms.

Experience: 5+ years of relevant experience is essential.

• 5+ years of software development experience, ideally in financial services, risk or quantitative technology.
• Strong Python programming and clean coding practices.
• Strong Big Data / Hadoop experience with hands‑on Apache Spark and/or Apache Pinot.
• Strong SQL skills and experience with data‑intensive applications.
• Experience with derivatives pricing, market risk or risk analytics.
• Knowledge of VaR, Greeks, HPL/RTPL and/or HVaR.
• Experience working across Linux/Windows/UNIX environments and shell scripting.
• Experience with Git, Jenkins, CI/CD and SDLC/DevOps practices.
• Strong analytical, problem‑solving, communication and teamwork skills.

Preferred Skills

• Quantitative finance knowledge including probability, statistics, stochastic calculus and mathematical finance.
• Experience with regulatory risk projects, including Basel, FRTB, CCAR and Stress Testing.
• Experience with C++/C# or C#/.NET.
• Strong knowledge of NumPy, pandas and quantitative/data engineering frameworks.
• Experience with derivatives pricing, model validation and market risk analytics.
• Exposure to AI/ML and NLP, with an AI‑first mindset.
• Experience building historical market data stores, including data sourcing, quality checks and data‑filling frameworks.