Praca: Trading Quantitative Analyst [rekrutacja online]

Trading Quantitative Analyst [rekrutacja online]
Miejsce pracy: Warszawa
We are looking for you if
  • 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.
You will score extra point for
  • Working knowledge of Sophis, Murex or Summit;
  • CQF/FRM certificate;
  • Experience in C++ and/or Python.
How we work


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
Scope of duties
25%- Perform pricing model validations/reviews for end of day valuation
25%- Develop trading exposure models and risk methodologies
25%- Develop and maintain tools, programming libraries
250%- Write technical reports documenting the quantitative analyses performed
Your development
  • professional development
  • certificates and knowledge development
  • training budget
  • access to the newest technologies
  • international projects
  • free English courses
Your health, well-being and family
  • provate medical care
  • 50% funded Multisport Card
  • bicycle parking
  • chillout rooms
  • integration events and Stay Fit program
Working conditiions
  • stability of employement
  • fully equipped workstations
  • kitchen
Uprzejmie informujemy, iż skontaktujemy się z wybranymi kandydatami.

Jeżeli w przyszłości, chciałbyś/chciałabyś brać udział w innych rekrutacjach prowadzonych przez ING Business Shared Services B.V. sp. z o.o. Oddział w Polsce z siedzibą w Katowicach, potrzebujemy Twojej dodatkowej zgody: „Wyrażam zgodę na przetwarzanie moich danych osobowych na potrzeby przeprowadzenia przyszłych rekrutacji.”

W przypadku wyrażenia zgody na przetwarzanie Twoich danych osobowych na potrzeby przyszłych rekrutacji informujemy, że będą one wykorzystywane przez okres 2 lat. Wszystkie informacje dotyczące przetwarzania Twoich danych osobowych znajdziesz tutaj.
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