Quantitative Analyst – Pricing Model Validations

We are looking for you if:

• You have an academic MSc or PhD degree in a quantitative field, preferably

(financial) mathematics, econometrics or physics,
• You have up to 5 years of experience, with familiarity on derivatives pricing,
financial markets, and the modern features like multi-curve pricing of IR
derivatives and IBOR reform,
• You present strong knowledge and experience with programming languages,
especially C++ and Python,
• You are experienced with FM Front Office pricing systems, in particular,
Sophis, Murex or Summit is a plus,
• You have strong communication skills and fluency in English,
• You present constructive attitude and pro-active team player.

You'll get extra points for:

• Experience in Agile/Scrum way of working,

• Independent, creative and pro-active mind-set,
• Being keen on innovation.
• Good analytical and problem solving skills,
• Strong communication ability (written and oral)
• Ability to adjust plans and prioritize tasks in a dynamic environment.

Information about squad:

Pricing Model Validation is an international team of highly qualified professionals.

The team is responsible for validating of the derivative pricing models used by ING
Financial Markets. We are a global cross-asset team covering all traded products in
all trading locations of ING around the world. The team is part of Model Validation
Trading Book Risks within the Model Risk Management department. Position is
located in Poland within RiskHub in ING Tech Poland. At ING Tech Poland and ING
group we follow the Agile approach and mindset. We are innovative and we trust
people we work with. By bringing in our expertise we assure that models are
appropriate for intended use, compliant with internal policies and external regulations
and its limitations are well understood by the organization. Our goal is to ensure a
strong modelling landscape within ING.