ING · TRC (Amsterdam - Treasury Center)
ING · TRC (Amsterdam - Treasury Center)
Ghost-job check
Likely real
93
/ 100
Signals
Listing age
Posted 2 days ago
Salary disclosure
Not disclosed
Repost detection
No prior reposts
Cross-board uniqueness
Unique to this company
Company context
likely hiring — 79 active listings
Your work environment
Financial Markets (FM) is the Bank’s gateway to the professional markets around the world. Our primary function is to service the needs of ING’s clients with products, services and guidance. FM aims to be a significant player in our market leader and challenger markets, with an additional presence in all the major international markets and specialist expertise in selected emerging markets and products.
Your team
The FM Quant team is a global team within the FM organization that provides quantitative expertise required to price and risk manage derivatives products. The main tasks of the team are in the area of model analytics and development.
The team based in Amsterdam consists of about 15 professionals that develop pricing and risk models that are used globally by different trading locations and risk departments, with a special emphasis on xVA, (counterparty credit) and market risk models. We are closely interacting with IT DevOps engineers In integrating to libraries into Front and Back-Office systems.
Your activities
You work under the guidance of experienced team members on a topic at the interface of academia and industry with a focus on computational and/or mathematical methods for pricing and risk modelling of derivatives portfolios. The exact project will depend on the profile of the candidate.
We offer you
A stimulating environment with a strong team consisting of quantitative analysts and developers who are working closely on the development of pricing and risk infrastructure in close collaboration with users from trading, sales and risk management departments.
Preliminary requirements