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Quantitative Analyst

2 maanden geleden


Amsterdam, Noord-Holland, Nederland ING Voltijd
{"Roles and Responsibilities": "Key Responsibilities

As a Quantitative Analyst in our Pricing Model Validation team, you will be responsible for critically evaluating the proposed pricing models, analyzing their suitability, and identifying potential shortcomings. You will also develop alternative models, quantify missing risk, and make a final judgment on the model's quality.

Additionally, you will manage a team of quants, review their work, and reports, and develop and maintain the programming library used for analysis and implementation accuracy.

You will also write high-quality validation reports, discuss findings with colleagues, front office quants, and traders, and present reports at corresponding committees.

Furthermore, you will perform ad-hoc analyses for acute business needs.

", "Requirements": "Requirements

We are looking for a colleague with at least five years of experience in modeling Equity and Commodity derivatives.

You should have a quantitative background, with a PhD or MSc degree in quantitative finance, econometrics, mathematics, physics, or a similar field.

You should have good knowledge of financial mathematics, including stochastic calculus and derivative pricing.

You should also have solid programming experience in C++ and Python, as well as bindings between them.

Good English writing and verbal communication skills are also essential.

A constructive attitude, pro-active team player, and ability to work independently are also required.

", "Rewards and Benefits": "What We Offer

We want to ensure that you can strike the right balance between your career and private life.

Our benefits include a salary tailored to your qualities and experience, 24-27 vacation days, pension scheme, 13th month salary, individual savings contribution, and hybrid working arrangements.

We also offer personal growth and challenging work with endless possibilities, an informal working environment, and innovative colleagues.

", "About Us": "About ING

ING is a global financial institution with a strong presence in the financial markets.

We are committed to providing innovative financial solutions and services to our customers.

Our team is responsible for validating the derivative pricing models used by ING Financial Markets.

", "Contact Us": "

Please note that we do not accept unsolicited applications.

For more information about our employment conditions, please visit our website.

", "Language": "English"}