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ING is looking for... a Trading Quant - Financial Markets We are looking for a colleague who has strong analytical skills and the ability to create, challenge and improve models used in the Financial Institutions and Financial Markets.
Job description In this exciting position you will
act as a specialist within the FI/FM Quants team regarding pricing model validation in product areas, such as equity derivatives, fixed income derivatives, foreign exchange derivatives, credit derivatives and CVA;
co-operate with counterpart quantitative analysts who develop the pricing models that our department validates;
assist in the development of benchmark models, which can be used for model validation;
maintain tools, programming libraries and test environments, which are set up to support the model validation process and the risk methods in the trading risk systems;
generate validation reports, providing a quantitative assessment and documentation of the tests performed;
participate in the development of credit and trading exposure models, risk models and methodologies. You will also draw up technical reports providing quantitative analysis and model documentation;
perform quantitative analysis on market data, trade requests and risk functionality (e.g. VaR, Expected Shortfall, or sensitivity reports), as well as providing general quantitative support to risk managers in their specialist areas. Your work environment The Financial Institutions and Financial Markets (FI/FM) Model Development Team is a global team, that provides the quantitative expertise required to model and manage complex derivatives. The main tasks of the team consist of pricing model validation, risk modelling and methodologies, as well as quantitative development. The position also offers excellent opportunities to broaden your model development skills in Credit and Trading Risk and Market Risk.
The Financial Institutions and Financial Markets (FI/FM) Model Development Team is part of Financial Risk Model Development. Financial Risk Model Development comprises of a team of 50 modelling experts, who are determined to develop the best possible financial risk models to empower the customers of ING to stay ahead financially, in life and business. Our expertise lies in the development and management of Market Risk,-Credit and Trading Risk and Financial Markets models with state of the art modelling methods, tooling and data processing technologies. Your profile
Academic degree (MSc or PhD), preferably in econometrics, economics, statistics, or mathematics
Interest in and knowledge of financial mathematics, in particular, option pricing and stochastic calculus
Familiarity with financial markets, including recent, most important developments
Good knowledge of and proven experience with statistical modelling and software (C++, Java, Python, R, SAS, MatLab or Mathematica)
Familiarity with advanced statistical techniques such as machine learning and deep learning
Good knowledge of and experience with developing complex mathematical models
Experience in being a sparring partner/ advisor to Senior Management
Excellent stakeholder management skills
Experience in managing major projects
Furthermore, you adhere to the ING values and it is evident for you that your behaviour is fully aligned with these values. You are also prepared to take the Banker's Oath. For more information, please visit http://www.ing.jobs/Netherlands/Why-ING/This-is-ING-too/ING-Values.htm
Strong analytical, problem-solving, communication and execution skills
Fluent in English
Willingness to challenge the status quo
A dedicated team player
What we offer
A very challenging function
A job where you can really make a difference
An international working environment
Room for extensive personal growth
Great career (international) opportunities
Job scale 10/11
Interested? Apply directly online, click on Apply for this job. For further inquiries, please contact firstname.lastname@example.org . Please send your CV and motivation. We are looking forward to your application! For more information on vacancies please check www.ING.nl/carriere