Huidige banen gerelateerd aan Quantitative Analyst at Pricing Model Validation - Amsterdam, Noord-Holland - ING
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Quantitative Analyst
3 weken geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdING is looking for a highly skilled Quantitative Analyst - Model Validation Expert to join their team in Amsterdam.In this role, you will be responsible for performing validation of pricing models, analyzing model suitability and its shortcomings, and making final judgments on the quality of the models. You will also manage a team of quants, review their...
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Quantitative Analyst
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Amsterdam, Noord-Holland, Nederland ING VoltijdPricing Model Validation is a critical function within ING Financial Markets, ensuring the accuracy and reliability of derivative pricing models. As a Senior Quantitative Analyst, you will be part of an international team of experts responsible for validating these models.Key ResponsibilitiesValidate pricing models, analyzing their suitability, identifying...
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Quantitative Analyst
1 maand geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdPricing Model Validation is a critical function within ING Financial Markets, ensuring the accuracy and reliability of derivative pricing models. As a Senior Quantitative Analyst, you will be responsible for validating these models, analyzing their suitability, and developing alternative models to mitigate risks.Key Responsibilities:Validate pricing models,...
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Quantitative Analyst for Derivative Pricing Model Validation
3 weken geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdPricing Model Validation is an international team of highly qualified professionals responsible for the validation of derivative pricing models traded in the financial markets. As a Quantitative Analyst, you will be part of a global cross-asset team covering all derivatives traded by ING around the world.Key ResponsibilitiesAnalyse derivatives pricing...
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Amsterdam, Noord-Holland, Nederland ING VoltijdAs a member of the international Pricing Model Validation team at ING, you will play a vital role in ensuring the accuracy and reliability of our derivative pricing models. The team is responsible for validating the mathematical models used to price derivatives traded globally, and we are looking for a skilled Quantitative Analyst to join our ranks.Key...
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Quantitative Analyst Position in Model Validation
2 weken geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdPricing Model Validation is a global team at ING, responsible for the validation of derivative pricing models traded in financial markets. We cover all derivatives traded by ING worldwide.Roles and ResponsibilitiesAnalyse derivatives pricing models, critically evaluating the underlying mathematical model, investigating model suitability, quantifying missing...
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Pricing Model Validation Quantitative Analyst
2 weken geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdAbout INGING is an international team of highly qualified professionals responsible for the validation of derivative pricing models traded in the financial markets. We are a global cross-asset team covering all derivatives traded by ING around the world.Job DescriptionThis role is open in Amsterdam and involves analyzing derivatives pricing models,...
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Quantitative Analyst for Derivative Pricing Model Validation
4 weken geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdPricing Model Validation is a critical function within ING, responsible for ensuring the accuracy and reliability of derivative pricing models. As a Quantitative Analyst in this team, you will play a key role in analyzing and validating these models, identifying potential risks and limitations, and developing alternative pricing models to mitigate these...
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Amsterdam, Noord-Holland, Nederland ING VoltijdPricing Model Validation is a team of highly qualified professionals responsible for validating derivative pricing models used by ING Financial Markets. As a Senior Quantitative Analyst, you will be part of a global cross-asset team covering all traded products in all ING locations worldwide.Key Responsibilities:Perform validation of pricing models,...
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Quantitative Model Validation Specialist
1 week geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdUnlock Your Potential as a Quantitative Model Validation SpecialistPricing Model Validation is an international team of highly skilled professionals at ING, responsible for validating derivative pricing models in the financial markets. This global cross-asset team covers all derivatives traded by ING worldwide.We are looking for a talented individual to join...
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Quantitative Model Validator XVA Models at ING
1 week geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdPricing Model Validation at ING: A Quantitative Expertise OpportunityAt ING, we are seeking a senior quant with extensive experience in XVA modeling to join our international team responsible for validating derivative pricing models. As a quantitative model validator, you will play a critical role in ensuring the accuracy and reliability of our pricing...
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Derivatives Pricing Model Validator
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Amsterdam, Noord-Holland, Nederland ING VoltijdWe are looking for a senior quantitative analyst to join our international team of highly qualified professionals responsible for validating derivative pricing models used by ING Financial Markets.Key ResponsibilitiesValidate pricing models, analyzing their suitability and shortcomings, and making a final judgment on their quality.Manage a team of quants,...
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Senior Quantitative Model Validator for XVA Models
1 maand geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdPricing Model Validation at ING is seeking a senior quantitative model validator with expertise in XVA modelling.Pricing Model Validation is an international team of highly qualified professionals responsible for validating derivative pricing models used by ING Financial Markets. We are a global cross-asset team covering all traded products in all trading...
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Senior Quantitative Model Validator for XVA Models
4 weken geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdPricing Model Validation at ING is seeking a senior quant with expertise in XVA modellingPricing Model Validation is an international team of highly qualified professionals responsible for validating derivative pricing models used by ING Financial Markets. We are a global cross-asset team covering all traded products in all trading locations of ING...
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XVA Model Validation Specialist
9 uur geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdPricing Model Validation at ING is looking for a senior Quant with experience in XVA modelling.Pricing Model Validation is an international team of highly qualified professionals. The team is responsible for validating the derivative pricing models used by ING Financial Markets. We are a global cross-asset team covering all traded products in all trading...
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Derivatives Model Validation Specialist at ING
1 week geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdAt ING, our team of highly skilled professionals is dedicated to validating derivative pricing models used in the financial markets. As a Derivatives Model Validation Specialist, you will be responsible for analyzing these models, identifying potential limitations, and developing alternative pricing models to ensure their accuracy.SalaryThe estimated salary...
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Senior Model Validator XVA Model Expert
3 weken geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdPricing Model Validation at ING: Senior Quant OpportunityING is seeking a senior quant with extensive experience in XVA modeling to join our international team of highly qualified professionals. As a Pricing Model Validator, you will be responsible for validating derivative pricing models used by ING Financial Markets.Key ResponsibilitiesPerform thorough...
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Senior Model Specialist XVA Modelling
3 weken geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdPricing Model Validation at INGThe Pricing Model Validation team is looking for a senior quant with experience in XVA modelling.The team is responsible for validating derivative pricing models used by ING Financial Markets. We are a global cross-asset team covering all traded products in all trading locations of ING around the world.Roles and...
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Quantitative Model Risk Analyst
3 weken geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdWe at ING seek an experienced Quantitative Model Risk Analyst to join our Predictive Analytics team. Your role will be to maintain a healthy lending portfolio by developing and maintaining credit risk models for Dutch Portfolio, forecasting provisions, risk costs, RWA, and arrears.Key ResponsibilitiesDevelop and maintain models for measuring and managing...
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Quantum Finance Specialist
3 weken geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdPricing Model Validation is a key component of ING’s Model Risk Management department, responsible for ensuring the accuracy and reliability of derivative pricing models used across the globe.As a Quantitative Analyst at Pricing Model Validation, you will play a critical role in analyzing and validating these models, identifying areas of improvement, and...
Quantitative Analyst at Pricing Model Validation
1 maand geleden
Pricing Model Validation is an international team of highly qualified professionals responsible for the validation of derivative pricing models traded in the financial markets. We are a global cross-asset team covering all derivatives traded by ING around the world.
Key Responsibilities
- Analyse derivatives pricing models, investigating model suitability, limitations, and quantifying missing risk.
- Develop and maintain the 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, preferably in C++ and Python.
- Good English writing skills and strong verbal communication skills.
- Constructive attitude, pro-active team player, and ability to work independently.
Benefits
- Tailored salary and 24-27 vacation days depending on contract.
- Pension scheme, 13th month salary, and Individual Savings Contribution.
- Hybrid working, personal growth, and challenging work with endless possibilities.