Huidige banen gerelateerd aan Quantitative analyst at Pricing Model Validation - Amsterdam - ING
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Quantitative analyst at Pricing Model Validation
3 weken geleden
Amsterdam, Nederland ING VoltijdVacaturesQuantitative analyst at Pricing Model Validation Terug naar zoekresultaat Quantitative analyst at Pricing Model Validation Medewerker | Risk Management | Ervaren | Amsterdam | 2024-08-14 | REQ-10077390 | Salarisindicatie 4.240 EUR - 6.882 EUR op basis van 36 uur SolliciteerVoeg toe aan favoriete vacatures Pricing Model Validation at ING is looking...
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Quantitative Analyst
1 week geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdPricing Model Validation TeamING Financial Markets is seeking a highly skilled Quantitative Analyst to join our international Pricing Model Validation team. As a key member of this team, you will be responsible for validating the derivative pricing models used by our organization.Key ResponsibilitiesValidate pricing models to ensure accuracy and...
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Quantitative Analyst
2 weken geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdPricing Model Validation TeamING Financial Markets is seeking a highly skilled Quantitative Analyst to join our international Pricing Model Validation team. As a key member of this team, you will be responsible for validating the derivative pricing models used by our organization.Key ResponsibilitiesPerform in-depth validation of pricing models, analyzing...
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Quantitative Analyst at Pricing Model Validation
16 uur geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdPricing Model Validation RoleING is seeking a skilled Quantitative Analyst to join our Pricing Model Validation team in Amsterdam. As a key member of our international team, you will be responsible for validating derivative pricing models traded in the financial markets.Key ResponsibilitiesAnalyse derivatives pricing models, critically evaluating...
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Quantitative Analyst at Pricing Model Validation
3 maanden geleden
Amsterdam, Nederland ING VoltijdPricing Model Validation at ING is looking for a Quant with knowledge and experience in derivatives pricingPricing Model Validation is an international team of highly qualified professionals. The team is responsible for the validation of the derivative pricing models traded in the financial markets. We are a global cross-asset team covering all derivatives...
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Quantitative Analyst
2 weken geleden
Amsterdam, Noord-Holland, Nederland ING Voltijd{"Roles and Responsibilities": "Key ResponsibilitiesAs 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...
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Quantitative Analyst for Derivative Pricing Model Validation
2 weken geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdAbout the RolePricing Model Validation is a critical function within ING, responsible for ensuring the accuracy and reliability of derivative pricing models used in the financial markets. As a Quantitative Analyst, you will play a key role in analyzing and validating these models, ensuring they meet the highest standards of quality and integrity.Key...
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Quantitative Analyst at Pricing Model Validation
3 weken geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdAbout the RolePricing Model Validation is a critical function within ING, responsible for ensuring the accuracy and reliability of derivative pricing models used in the financial markets.Key ResponsibilitiesAnalyse and validate derivatives pricing models, identifying potential risks and limitations, and developing alternative pricing models as needed.Develop...
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Quantitative Analyst
7 dagen geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdPricing Model Validation TeamING 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 ResponsibilitiesAnalyse derivatives pricing models, critically evaluating mathematical models, investigating model suitability, and...
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Quantitative Analyst
5 dagen geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdPricing Model Validation TeamWe are seeking a highly skilled Quantitative Analyst to join our international team responsible for validating derivative pricing models used by ING Financial Markets.Key ResponsibilitiesValidate pricing models, analyzing their suitability and shortcomings, and making final judgments on their quality.Manage a team of quants,...
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Quantitative Analyst
2 dagen geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdPricing Model Validation TeamING is seeking a highly skilled Quantitative Analyst to join our Pricing Model Validation team in Amsterdam. As a key member of our international team, you will be responsible for validating derivative pricing models traded in the financial markets.Key ResponsibilitiesAnalyzing derivatives pricing models to ensure their accuracy...
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Senior Quantitative Model Validator
2 weken geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdPricing Model Validation at INGWe are seeking a highly skilled Senior Quantitative Model Validator to join our international team of experts in Pricing Model Validation at ING Financial Markets.Key ResponsibilitiesValidate pricing models to ensure their accuracy and reliabilitySupervise junior quants and review their workDevelop and maintain a programming...
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Senior Quantitative Model Validator
2 weken geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdPricing Model Validation at INGAbout the RoleWe are seeking a highly skilled Senior Quantitative Model Validator to join our international team of experts in Pricing Model Validation at ING. As a key member of our team, you will be responsible for validating derivative pricing models used by ING Financial Markets.Key ResponsibilitiesPerform in-depth...
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Senior Quantitative Model Validator
5 dagen geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdPricing Model Validation at INGAbout the RoleWe are seeking a highly skilled Senior Quantitative Model Validator to join our international team of professionals responsible for validating derivative pricing models used by ING Financial Markets. As a key member of our team, you will be responsible for critically evaluating proposed models, analyzing their...
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Senior Quantitative Model Validator
2 dagen geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdPricing Model Validation at INGAbout the RoleWe are seeking a highly skilled Senior Quantitative Model Validator to join our international team of professionals responsible for validating derivative pricing models used by ING Financial Markets. As a key member of our team, you will be responsible for critically evaluating proposed models, analyzing their...
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Senior Quantitative Model Validator
1 week geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdPricing Model Validation at INGWe are seeking a senior quant with experience in XVA modelling to join our international team of highly qualified professionals.Roles and ResponsibilitiesPerform validation of pricing models, analyzing model suitability and shortcomings, quantifying missing risk, and developing alternative models.Supervise junior quants, review...
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Senior Quantitative analyst
3 maanden geleden
Amsterdam, Nederland ING VoltijdPricing Model Validation is an international team of highly qualified professionals. The team is responsible for validating of the 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. The position is open in Amsterdam. The team is part of...
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Quantitative Model Validator
3 weken geleden
Amsterdam, Noord-Holland, Nederland ABN Amro VoltijdPosition OverviewAre you equipped with a critical analytical mindset and a passion for scrutinizing mathematical models for validation? Do you possess a quantitative background coupled with an interest in climate and environmental risks? We invite you to explore this opportunity.ABN AMRO stands as a prominent Dutch financial institution with a significant...
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Quantitative Model Validator
2 weken geleden
Amsterdam, Noord-Holland, Nederland ABN Amro VoltijdAbout the RoleWe are seeking a highly skilled Quantitative Model Validator to join our team at ABN AMRO. As a Model Validator, you will be responsible for technical and high-quality validations of various models used in our organization.Your primary focus will be on validating valuation models, market risk models, counterparty credit risk models, client...
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Senior Quantitative Model Validator
3 weken geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdAbout the RoleING is seeking a highly skilled Senior Quantitative Model Validator to join our Pricing Model Validation team. As a Senior Quantitative Model Validator, you will be responsible for validating XVA models used by ING Financial Markets.Key ResponsibilitiesPerform in-depth validation of XVA models, analyzing their suitability and shortcomings, and...
Quantitative analyst at Pricing Model Validation
3 maanden geleden
Pricing Model Validation is an international team of highly qualified professionals. The team is responsible for the validation of the derivative pricing models traded in the financial markets. We are a global cross-asset team covering all derivatives traded by ING around the world. The position is open in Amsterdam. The team is a part of Model Validation of Trading Books within the Model Risk Management department.
Roles and responsibilities
Analyse derivatives pricing models, where you critically look at the underlying mathematical model, investigate model suitability for particular pay-offs as well as its limitations, quantify missing risk, develop alternative pricing models, and make final judgement on the quality of the model.
Develop and maintain the programming library, which is used for pricing various derivatives and for asserting of the accuracy of the implementation.
Develop alternative pricing models to assess model limitations.
Document your analysis, discuss your findings with front office and market risk management, and present your conclusions to the model approval committee.
How to succeed
We are looking for an enthusiastic colleague who enjoys analysing pricing models, investigating alternative approaches, coding sophisticated models, and writing high quality reports.
You have:
Quantitative background. You have a PhD or MSc degree in quantitative finance, econometrics, mathematics, physics, or similar field.
Deep knowledge of financial mathematics. You know stochastic calculus, measure theory, and derivative pricing. You are well familiar with models used for option pricing as well as with the modern features like multi-curve pricing of IR derivatives and IBOR reform.
Solid programming experience, preferably in C++ and Python.
Good English writing skills. You are accurate and skilled at drafting reports.
Strong verbal communication skills. You present your work to your model validation colleagues, front office quants, traders, senior management, and are able to defend your stand point in plain language.
Constructive attitude, pro-active team player, but can work independently on your own task.
Rewards and benefits
We want to make sure that it’s possible for you to strike the right balance between your career and your private life. You can find out more about our employment conditions at
We offer a 40 or 36 hour contract. We care about an adequate work–life balance and we empower our colleagues to realize their ambitions: “.”
The benefits of working with us at ING include:
A salary tailored to your qualities 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 to blend home working for focus and office working for collaboration and co-creation
Personal growth and challenging work with endless possibilities
An informal working environment with innovative colleagues
