Quantitative Analyst

2 months ago


Singapur, Singapore ING Full time
Trading Pricing Model Validation at ING

ING is seeking a highly skilled Senior Quantitative Analyst to join our Trading Pricing Model Validation team in Singapore. As a key member of our international team, you will be responsible for validating derivative pricing models used by ING Financial Markets and Group Treasury.

Key Responsibilities
  • Perform thorough validation of pricing models, critically assessing their suitability and shortcomings, and developing alternative models as needed.
  • Coach and mentor junior colleagues, providing guidance and reviewing their work and reports.
  • Develop and maintain our internal programming library in C++ and Python, used for testing model implementation and soundness.
  • Write high-quality validation reports and present findings to senior stakeholders, including front office quants, traders, risk modellers, and senior management.
Requirements
  • PhD or Master's degree in quant finance, econometrics, mathematics, physics, or a similar field.
  • At least 5 years of direct experience in model development or validation of derivative pricing models in Front Office or Risk.
  • Strong knowledge of derivative pricing, financial markets products, and financial mathematics.
  • Experience in at least one of the following asset classes: Interest Rate, Inflation, FX, Credit, Equity, Commodities.
  • Solid programming experience in C++ and Python.
  • Excellent English writing and verbal communication skills.
  • Constructive attitude, pro-active team player, self-driven, and able to work independently.

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