Quantitative Risk Modeler

5 dagen geleden


Amsterdam, Noord-Holland, Nederland ING Voltijd
About the Role

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.
  • Design and implement model monitoring methodologies to ensure accurate and reliable risk assessments.
  • Collaborate with risk managers and traders to integrate new products and pricing models into our risk frameworks.
  • Provide quantitative support for risk modeling and analysis, including the development of tools and models to provide insight into model choices and market data proxies.
Requirements
  • PhD or MSc in a quantitative field, such as mathematics, physics, statistics, or econometrics.
  • 3-7 years of experience in quantitative risk modeling, derivatives pricing, and/or counterparty credit risk modeling.
  • Strong programming skills in Python or C++ and experience with model implementation.
  • Familiarity with regulatory developments, such as the CRR Market Risk framework for the Trading Book and FRTB.
  • Excellent communication and teamwork skills, with fluency in English.
What We Offer
  • A competitive salary and benefits package, including a pension scheme, 13th month salary, and individual savings contribution.
  • 24-27 vacation days, depending on contract.
  • Hybrid working arrangement, blending home working for focus and office working for collaboration and co-creation.
  • Opportunities for personal growth and challenging work with endless possibilities.


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