Senior Quantitative analyst

3 dagen geleden


Amsterdam, Nederland ING Voltijd


Pricing 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 Model Validation Trading Book Risks within the Model Risk Management department.

Roles and responsibilities

Perform validation of pricing models, where you critically look at the proposed model, analyze model suitability and its shortcomings, quantify missing risk, develop alternative models, and make final judgement on the quality of the model.

Manage a team quants, review their work and reports.

Develop and maintain the programming library, which is used for analysis of the models and for asserting of the accuracy of the implementation.

Write high quality validation reports, discuss your findings with colleagues, front office quants and traders, and higher management. Present your reports at the corresponding committees.

Perform ad-hoc analyses for acute business needs.

How to succeed

We are looking for a colleague who can strengthen our Equity and Commodity validation activities.

You have:

At least five years of experience in modelling Equity and Commodity derivatives.

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

Good knowledge of financial mathematics. You know very well the theory of stochastic calculus and derivative pricing and feel at home with the modern features like multi-curve pricing of IR derivatives and IBOR reform.

Solid programming experience in C++ and Python and bindings between them.

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 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


  • Senior Quantitative Analyst

    2 dagen geleden


    Amsterdam, Noord-Holland, Nederland Green Recruitment Company Voltijd

    ​Title: Senior Quantitative AnalystLocation: Amsterdam Area (On-site)The Green Recruitment Company are partnered with an exciting business in the Energy Trading sector who are currently seeking a skilled Quantitative Analyst to join our dynamic trading support team in Amsterdam. As a Quantitative Analyst, you will play a crucial role in supporting trading...

  • Senior Quantitative Analyst

    2 dagen geleden


    Amsterdam, Nederland Green Recruitment Company Voltijd

    ​Title: Senior Quantitative AnalystLocation: Amsterdam Area (On-site)The Green Recruitment Company are partnered with an exciting business in the Energy Trading sector who are currently seeking a skilled Quantitative Analyst to join our dynamic trading support team in Amsterdam. As a Quantitative Analyst, you will play a crucial role in supporting...


  • Amsterdam, Nederland Vye Professionals | Experts in Quants Voltijd

    Job description As a senior quantitative risk analyst, you will be responsible for delivering important project goals, coaching junior colleagues and continuously improving our models. You will work in close collaboration with their stakeholders to maximize the impact of their models. As a senior quantitative risk analyst you will lead one or more...


  • Amsterdam, Nederland Vye Professionals | Experts in Quants Voltijd

    Job description As a senior quantitative risk analyst, you will be responsible for delivering important project goals, coaching junior colleagues and continuously improving our models. You will work in close collaboration with their stakeholders to maximize the impact of their models. As a senior quantitative risk analyst you will lead one or more...

  • Quantitative Risk Analyst

    1 week geleden


    Amsterdam, Nederland ABN AMRO Voltijd

    Quantitative Risk Analyst **At a glance**: We need you! Modern banking requires quantitative models, which form the basis of the bank’s strategy and decision-making. In the Credit Risk - Economic Capital, IFRS9, and Stress Testing team, we are looking for skilled analysts who have a solid quantitative background and a passion for working with advanced...

  • Quantitative Analyst

    7 dagen geleden


    Amsterdam, Nederland STX Group Voltijd

    Today, companies are constantly urged to drastically reduce their carbon footprint. By trading in a wide variety of renewable energy products, STX enables businesses to achieve this goal. In doing so, we contribute to a more transparent environmental commodities market and, therefore, a greener world. We're looking for a **Quantitative Analyst** to join our...

  • Quantitative Analyst

    1 week geleden


    Amsterdam, Noord-Holland, Nederland ABN AMRO Voltijd

    Quantitative Analyst (non-retail) (Amsterdam)At a glance:Join our team in ABN AMRO Risk Modelling to use your analytical and data-science skills for designing and maintaining credit risk models that will assist data-driven decision-making in the bank.Your job: You will use your skills and knowledge to analyze the credit risk models that AAB uses to assess...

  • Quantitative Analyst

    1 week geleden


    Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd

    Quantitative Analyst (non-retail) (Amsterdam)At a glanceJoin our team in ABN AMRO Risk Modelling to use your analytical and data-science skills for designing and maintaining credit risk models that will assist data-driven decision-making in the bank.Your jobYou will use your skills and knowledge to analyze the credit risk models that AAB uses to assess risks...

  • Quantitative Analyst

    1 week geleden


    Amsterdam, Noord-Holland, Nederland STX Group Voltijd

    Today, companies are constantly urged to drastically reduce their carbon footprint. By trading in a wide variety of renewable energy products, STX enables businesses to achieve this goal. In doing so, we contribute to a more transparent environmental commodities market and, therefore, a greener world. We're looking for a Quantitative Analyst to join our...

  • Quantitative Analyst

    1 week geleden


    Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

    Your job You will use your skills and knowledge to analyze the credit risk models that AAB uses to assess risks in its non-retail portfolio. You will use analytical software for your analyses (SAS/Python on the Azure / Databricks platform). You will present your results and conclusions clearly and transparently to various stakeholder, through the use...

  • Quantitative Analyst

    2 maanden geleden


    Amsterdam, Nederland Caely Renewables Voltijd

    The Company Caely helps companies meet their environmental goals. Caely actively trades and closes environmental... Caely helps companies meet their environmental goals. Caely actively trades and closes environmental commodities transactions with top-class companies (utilities, project developers, corporates, power generators, and industrials). With global...


  • Amsterdam, Nederland Vattenfall Voltijd

    **Company Description** Vattenfall is one of Europe’s largest producers and retailers of electricity and heat. Our main markets are Sweden, Germany, the Netherlands, Denmark, and the UK. The Vattenfall Group has approximately 21 000 employees. We have been electrifying industries, powering homes and transforming life through innovation for more than 100...


  • Amsterdam, Nederland Vattenfall Voltijd

    **Over de functie**: Are you the quantitative, holistic thinker with a drive to help Vattenfall enable the fossil freedom that drives society forward? Here’s a unique opportunity. **About Strategic Risk** Operating within the Corporate Risk Management, the team Strategic Risk at Vattenfall is dedicated to comprehensive risk management responsibilities at...


  • Amsterdam, Noord-Holland, Nederland Vattenfall Voltijd

    Company DescriptionVattenfall is one of Europe's largest producers and retailers of electricity and heat. Our main markets are Sweden, Germany, the Netherlands, Denmark, and the UK. The Vattenfall Group has approximately employees. We have been electrifying industries, powering homes and transforming life through innovation for more than 100 years. We now...


  • Amsterdam, Noord-Holland, Nederland ING Voltijd

    Pricing 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...


  • Amsterdam, Noord-Holland, Nederland Atradius Voltijd

    Job Description You will work in an enthusiastic, committed, non-hierarchical, and international unit, which employs several people with an actuarial and/or quantitative background. As an expert quantitative analyst, you are primarily responsible for developing and maintaining methodological implementation of our cash flow prediction models as well as...


  • Amsterdam, Nederland Atradius Voltijd

    Job Description You will work in an enthusiastic, committed, non-hierarchical, and international unit, which employs several people with an actuarial and/or quantitative background. As an expert quantitative analyst, you are primarily responsible for developing and maintaining methodological implementation of our cash flow prediction models as well as...

  • Quantitative Analyst

    3 weken geleden


    Amsterdam, Nederland ABN AMRO Voltijd

    Quantitative Analyst (non-retail) (Amsterdam) **At a glance**: Join our team in ABN AMRO Risk Modelling to use your analytical and data-science skills for designing and maintaining credit risk models that will assist data-driven decision-making in the bank. **Your job**: - You will use your skills and knowledge to analyze the credit risk models that AAB...

  • Senior Quant Analyst

    1 week geleden


    Amsterdam, Noord-Holland, Nederland Status Pro Voltijd

    European Citizenship Required Looking for an opportunity to join a dynamic energy supplier in the Netherlands committed to the transition to climate neutral energy? Minimum 5 years of quant analyst experience Experience as an Energy Trader Background in energy sector Master's degree or PhD in Physics, Mathematics, Quantitative Finance, Econometrics, or...

  • Quantitative Analyst

    4 dagen geleden


    Amsterdam, Nederland ABN Amro Voltijd

    Quantitative Analyst (non-retail) (Amsterdam)At a glanceJoin our team in ABN AMRO Risk Modelling to use your analytical and data-science skills for designing and maintaining credit risk models that will assist data-driven decision-making in the bank.Your jobYou will use your skills and knowledge to analyze the credit risk models that AAB uses to assess risks...