ING is looking for Trading Risk Quants
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 Trading; 2) develop Trading Risk models and methodologies (related to e.g. Basel Pillar 1 Market Risk IMA framework); 2) 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.
What does a Risk Trading Quant at ING do?
A Trading Risk Quant is expected to:
(i) perform (derivatives) pricing model validations for end of day valuation (these models are developed e.g. by ING’s Front Office quants and independently replicated by the Trading Risk Quant team)
(ii) develop market risk models and methodologies (such as risk factor evolution models for Value at Risk or PFE calculations, for e.g.)
(iii) provide support on the different quantitative topics.
The position offers excellent opportunities to excel in what you do and to broaden your modelling skills, as well as exposure to a dynamic and agile international working environment.
Your backpack should contain
Additionally, you should have
Furthermore, you should adhere to the ING values and it is evident for you that your behaviour ought to be fully aligned with these values. You should also be prepared to take the Banker’s Oath.
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