TieTalent
jobid=A.0.0499
Join to apply for the Model Developer Interest Rate & Inflation role at TieTalent.
1 week ago Be among the first 25 applicants.
About
ING is looking for a Model Developer for the Risk Trading Quant Team in the Integrated Risk Model Development department. We are an energetic international team of highly qualified professionals specializing in Trading pricing models, Market risk, and Counterparty credit risk in the Trading book.
Our department comprises experts in Trading Risk, Credit Risk, and Market Risk, utilizing state-of-the-art modeling methods, tooling, and data-processing technologies. This position offers excellent opportunities to enhance your modeling and coding skills within a dynamic and international environment.
Roles And Responsibilities
- Develop calculation methodologies for valuation adjustment models, considering model risk uncertainty and concentration of positions.
- Develop Trading Risk methodologies, such as Incremental Risk Charge (IRC/DRC), VaR scenarios, Stress testing, and Economic capital models.
- Develop Counterparty Credit risk models.
- Design model monitoring methodologies.
- Perform production system implementation checks and compare with benchmark implementations.
- Provide quantitative support to risk managers and traders, aiding in the integration of new products/pricing models and developing tools for model insights.
You Have
How to succeed
- A PhD or MSc in a quantitative field such as mathematics, physics, statistics, or econometrics.
- 3 to 5 years of Quantitative experience in:
- Market Risk and/or Counterparty Credit Risk models, with implementation in Python or C++.
- Derivatives pricing in asset classes like Interest Rate & Inflation, FX, Credit, Equity, Commodities, or XVA, including implementation in Python or C++.
- Familiarity with regulatory frameworks like CRR Market Risk, FRTB, Prudent Valuation.
- Strong communication skills and fluency in English.
- Constructive attitude and proactive team spirit.
Rewards And Benefits
We support work-life balance and offer:
- Competitive salary based on experience.
- 26-28 vacation days depending on contract.
- Pension scheme, 13th month salary, 8% holiday payment.
- Mobility card, hybrid working, personal growth opportunities.
- Informal work environment with innovative colleagues.
About Us
Discover how ING empowers people and businesses to move forward.
Questions?
Contact the recruiter or upload your CV and motivation letter via the ‘Apply’ button.
Nice-to-have skills
- Python
- C++
Work Experience
- Cyber Security Specialist
- Software Architect
Languages
- English
Seniority level
- Mid-Senior level
Employment type
- Contract
Job function
- General Business, Management, and Business Development
Industries
- Technology, Information and Internet
#J-18808-Ljbffr
