Quantitative Analyst

7 dagen geleden


Amsterdam, Noord-Holland, Nederland ING Voltijd
Pricing Model Validation Team

ING is seeking a highly skilled Quantitative Analyst to join our international team of professionals responsible for the validation of derivative pricing models traded in the financial markets.

Key Responsibilities
  • Analyse derivatives pricing models, critically evaluating mathematical models, investigating model suitability, and quantifying missing risk.
  • Develop and maintain a programming library for pricing derivatives and asserting accuracy.
  • Develop alternative pricing models to assess model limitations.
  • Document analysis, discuss findings with front office and market risk management, and present conclusions to the model approval committee.
Requirements
  • Quantitative background with a PhD or MSc degree in quantitative finance, econometrics, mathematics, physics, or similar field.
  • Deep knowledge of financial mathematics, including stochastic calculus, measure theory, and derivative pricing.
  • Solid programming experience in C++ and Python.
  • Good English writing skills and strong verbal communication skills.
  • Constructive attitude, pro-active team player, and ability to work independently.
What We Offer
  • A 40 or 36 hour contract with a focus on work-life balance.
  • A salary tailored to your qualities and experience.
  • 24-27 vacation days depending on contract.
  • Pension scheme, 13th month salary, and Individual Savings Contribution (BIS).
  • Hybrid working to blend home working for focus and office working for collaboration and co-creation.
  • Personal growth and challenging work with endless possibilities.


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