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Front Office Quant
Permanent contract, Full-time, Brussels
2019-01-09 Requisition ID
055105 Area of interest level 1
Level of experience
Professional Study level
Front Office Quant Developer
ING is looking to hire a Front Office (FO) quant developer in the field of Derivatives pricing.
Quantitative modelling involves the specification, calibration and integration of (stochastic) models designed to price and hedge derivative positions taken by trading desks in Financial Markets. A range of quantitative methods and models are deployed to tackle specific issues in these markets.
For a quant-developer position, the tasks in this area are:
* Learning/understanding financial products and market data modelling concepts
* Integrating (i.e. program) these concepts into Front Office Systems, using Object Oriented programming languages (C++/Java)
* Participating to the development and maintenance of the Front Office Quant Libraries, and their API's
* Developing new (risk) reports within the Front Office deal entry and position keeping system(s)
* Participating in initiatives regarding calculation performance and risk reporting;
Currently emphasis is being placed on:
- establishing an IPA architecture (ING Pricing Architecture) across asset classes;
- and the associated implementation of the new FRTB regulatory requirements.
Both require interacting with other stakeholders such as Risk Management and IT.
Your work environment
Within the global ING Group and its large client base, ING Financial Markets offers a unique access to all financial products. As a developer, you will work from the ING Brussels location in a highly specialised team, organized in an Agile way of working. On a regular basis, there will be meetings with traders and structurers which are currently centralised in London, and with IT and Quant colleagues located in Brussels and Amsterdam.
The ideal candidate has:
* strong knowledge and experience with programming languages, mainly C++ and Java.
* experience with design and implementation of API's, creating test environments and calculation performance.
* a constructive attitude and is a team player
* the ability to work in a challenging and changing environment
* a strong interest in the financial world, affinity and/or experience with financial quant models is a plus.
* ideally 3 to 5 years of relevant experience in a Financial Markets or Risk environment (Front Office or Model Validation).
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