XTB | Trader in OTC Trading Team

BestForexBonus.com; Warszawa; On-site; PLN 150,000 - 230,000; Full time

Job summary

A financial services firm in Poland is seeking a professional to co-create and implement option pricing models and IT tools to support the risk-management process for option portfolios. Responsibilities include calculating risk measures, preparing option contract offerings, and ensuring compliance with regulatory standards. The ideal candidate will have a solid understanding of risk measures and collaboration with various stakeholders. This role offers an opportunity to be involved in a dynamic environment focused on financial regulations.

Qualifications

• Analyze and implement option pricing models and IT tools supporting risk management for option portfolios.

Responsibilities

• Co-create and implement option pricing models and IT tools for risk management.
• Calculate risk measures for option portfolios and compare with limits.
• Participate in preparing option contract offerings with internal stakeholders.

Job description

Job Description

• Co‑create and implement option pricing models as well as IT tools and solutions supporting the risk‑management process for option portfolios. Calculate risk measures for option portfolios and compare them with applicable limits. Participate in preparing option contract offerings, including collaboration with internal stakeholders, brokers, and the supervisory authority. Analyze and implement supervisory regulations and applicable legal requirements.