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About ING
ING is seeking a Model Developer for the Risk Trading Quant Team within the Integrated Risk Model Development department. Our dynamic international team specializes in Trading pricing models, Market risk, and Counterparty credit risk in the Trading book. We offer excellent opportunities for skill development in modelling and coding, within a vibrant international environment.
Roles and Responsibilities
- Develop calculation methodologies for valuation adjustment models considering model risk uncertainty and concentration of positions.
- Develop Trading Risk methodologies, including Incremental Risk Charge (IRC/DRC), VaR scenarios, and Stress testing.
- Create Counterparty Credit risk models.
- Design model monitoring methodologies.
- Check production system implementations against benchmarks or implement models directly in systems.
- Provide quantitative support to risk managers and traders, aiding in the integration of new products and models, and developing analytical tools.
Qualifications
- PhD or MSc in a quantitative field such as mathematics, physics, statistics, or econometrics.
- 3-5 years of quantitative experience in Market Risk or Counterparty Credit Risk modeling, with proficiency in Python or C++.
- Experience in derivatives pricing across asset classes like Interest Rate & Inflation, FX, Credit, Equity, or Commodities, including model implementation.
- Knowledge of regulatory frameworks such as CRR, FRTB, and Prudent Valuation.
- Strong communication skills and fluency in English.
- Proactive team player with a constructive attitude.
Benefits
- Competitive salary based on experience.
- 26-28 vacation days.
- Pension scheme, 13th month salary, 8% holiday pay.
- Mobility card, hybrid working model.
- Opportunities for personal growth and challenging work in an innovative environment.
About Us
Discover how ING empowers individuals and businesses. Learn more about our work and what we offer.
Application Process
Contact the recruiter or upload your CV and motivation letter via the ‘Apply’ button.
Nice-to-Have Skills
- Python, C++
- Location: Arnhem, Gelderland
Additional Details
- Experience as Data Engineer preferred.
- Languages: English.
- Seniority level: Mid-Senior level.
- Employment type: Contract.
- Job functions: General Business, Management, Business Development.
- Industries: Technology, Information, Internet.
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