- An academic degree (MSc or PhD) in a quantitative field, preferably (financial) mathematics, econometrics or physics;
- Up to 5 years of experience, with familiarity on derivatives pricing, financial markets and the most important developments (e.g. Multi-curve Framework and IBOR reform);
- Strong knowledge and experience with programming languages;
- Experience with FM Front Office pricing systems;
- Strong communication skills and fluency in English;
- Constructive attitude and pro-active team player.
- Working knowledge of Sophis, Murex or Summit;
- CQF/FRM certificate;
- Experience in C++ and/or Python.
The Trading Risk Quant Team is an energetic international team of highly qualified professionals. Our responsibility is to provide the quantitative expertise required to 1) perform validations of the derivatives pricing models used by ING’s Financial Markets; 2) develop Trading Risk models and methodologies (related to e.g. Basel Pillar 1 Market Risk IMA framework); and 3) provide advice to traders and risk managers on quantitative topics. The Trading Risk Quants team is part of the Financial Risk Model Development department. The department comprises of a large team of modelling experts, with expertise in the development and management of Balance Sheet Risk, Credit and Trading Risk and Market Risk models, with state of the art modelling methods, tooling and data-processing technologies.
- contract of employment
type of contract - 8:00-16:00
work hours - Zajęcza 4, Warsaw
this is the location of our office
- professional development
- certificates and knowledge development
- training budget
- access to the newest technologies
- international projects
- free English courses
- provate medical care
- 50% funded Multisport Card
- bicycle parking
- chillout rooms
- integration events and Stay Fit program
- stability of employement
- fully equipped workstations
- kitchen