Quantitative Risk Modeler

17 uur geleden


Amsterdam, Noord-Holland, Nederland ING Voltijd
Job Description

We are seeking a highly skilled Quantitative Risk Modeler to join our team at ING. As a key member of our Integrated Risk Model Development department, you will be responsible for developing and implementing advanced risk models to support our trading and risk management activities.

Key Responsibilities
  • Develop and maintain complex risk models, including valuation adjustment models, trading risk methodologies, and counterparty credit risk models.
  • Implement models in Python or C++ and ensure seamless integration with our production systems.
  • Collaborate with risk managers and traders to provide quantitative support and develop tools to analyze model choices and market data proxies.
  • Design and implement model monitoring methodologies to ensure accurate and timely risk assessments.
Requirements
  • PhD or MSc in a quantitative field, such as mathematics, physics, or statistics/econometrics.
  • 3-7 years of experience in quantitative risk modeling, derivatives pricing, or related fields.
  • Strong communication skills and fluency in English.
  • Constructive attitude and pro-active team player.
What We Offer
  • Tailored salary based on your qualifications and experience.
  • 24-27 vacation days depending on contract.
  • Pension scheme.
  • 13th month salary.
  • Individual Savings Contribution (BIS), 3.5% of your gross annual salary.
  • 8% Holiday payment.
  • Hybrid working arrangement to balance focus and collaboration.
  • Personal growth and challenging work with endless possibilities.
  • Informal working environment with innovative colleagues.


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