Quantitative Analyst
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Job Location:
Amsterdam - Netherlands
Monthly Salary:
Not Disclosed
Posted on:
Yesterday
Vacancies:
1 Vacancy
Job Summary
Yourwork environment
Financial Markets (FM) is the Banks gateway to the professional markets around the world. Our primary function is to service the needs of INGs clients with productsservicesand guidance. FM aims to be a significant player in our market leader and challenger markets with anadditionalpresence in all the major international markets and specialistexpertisein selected emerging markets and products.
Your role
The FM Quant team is a global team within the FM organization that provides quantitativeexpertiseto price and risk manage derivatives products. The main tasks of the team arein the area ofmodel analytics and development.
The team based in Amsterdam consists of about 15professionals that develop pricing and risk models that are used globally by different trading locations and risk departments with a special emphasis on counterparty credit risk models.
Your key responsibilities
Act as amediorspecialist within the Quantitative Analytics team regarding pricing counterparty credit and market risk models in a broad range of product areas such as equity derivatives fixed income derivatives foreign exchange derivatives and credit derivatives. This includes efficient implementation of the models using principles of good software design.
Closely collaborate with the IT model integration team following the SCRUM methodology for software development.
Co-operate with counterpart quantitative analysts within FM and also Risk departments and with colleagues from the trading desks and risk departments.
Maintain tools programming libraries and test environments that are set up to support the model development and integration.
Perform quantitative analysis on market data trade requests and pricing & risk functionality to support the business.
Give general quantitative support to trading desks.
Who we are looking for
Acolleaguewith atalent for taking it on and making ithappenenthusiasm forhelping others to be successfuland a knack for alwaysbeing a step ahead.In other wordsyoustrive to bringfreshideas to life and embrace challengesin a fast changingand complexenvironment. You are a naturally collaborative person wholistens and invests in others to achieve common goals.You love to challenge the status quoandare eager topropose creative solutions to problems.
We are looking for enthusiastic academics with excellent analytical skills. You have a keen interest in quantitative finance and risk modelling.
As aQuantitative Analystyou will also need:
A university degree (preferably PhD) in a quantitative field (econometrics mathematicsphysicsor engineering)
Strong working knowledge of stochastic calculus and numerical methods (Monte-Carlo and PDE based methods)
Knowledge of C and/or quantitative software packages (Matlab Mathematica)
Significant interest in- and knowledge of financial instruments (in particular creditproductsabd/orxVAwith at least two years of experience) and the financial markets including riskspricingand revaluationas a result ofmarket movements
Fluency and excellent writing skills in English
Weoffer you
A clear purpose a unique offer and a range of flexible compensation and other benefits:
A40-hour working week
Adynamic international working environment with innovative colleagues supporting your endeavours(Dealing room based in Amsterdam)
Aprogressive and agile way of working wherenew ideasare valued ahead of convention
Furthermorewithin theFM Quant teamyou can count on a range of opportunitiesto invest in your personal and professional growth with:
The possibility toparticipatein courses and trainings
The possibility to growwithin an internationalorganization
Required Experience:
IC
Key Skills
- ArcGIS
- Intelligence Community Experience
- GIS
- Python
- Computer Networking
- Data Collection
- Intelligence Experience
- R
- Relational Databases
- Analysis Skills
- Data Management
- Application Development
About Company
ING Global Career Opportunities - Welcome to 'careers at ING'. We give you the space to develop yourself as an intern, trainee and professional. Check out our opportunities. Jump on!
