- Analyse derivatives pricing models, where you critically look at the underlying mathematical model, investigate model suitability for particular pay-offs as well as its limitations, quantify missing risk, develop alternative pricing models, and make final judgement on the quality of the model.
- Develop and maintain the programming library, which is used for pricing various derivatives and for asserting of the accuracy of the implementation.
- Develop alternative pricing models to assess model limitations.
- Document your analysis, discuss your findings with front office and market risk management, and present your conclusions to the model approval committee.
- Quantitative background. You have a PhD or MSc degree in quantitative finance, econometrics, mathematics, physics, or similar field.
- Deep knowledge of financial mathematics. You know stochastic calculus, measure theory, and derivative pricing. You are well familiar with models used for option pricing as well as with the modern features like multi-curve pricing of IR derivatives and IBOR reform.
- Solid programming experience, preferably in C++ and Python.
- Good English writing skills. You are accurate and skilled at drafting reports.
- Strong verbal communication skills. You present your work to your model validation colleagues, front office quants, traders, senior management, and are able to defend your stand point in plain language.
- Constructive attitude, pro-active team player, but can work independently on your own task.
- A salary tailored to your qualities and experience
- 24-27 vacation days depending on contract
- Pension scheme
- 13th month salary
- Individual Savings Contribution (BIS), 3.5% of your gross annual salary
- 8% Holiday payment
- Hybrid working to blend home working for focus and office working for collaboration and co-creation
- Personal growth and challenging work with endless possibilities
- An informal working environment with innovative colleagues
-
Model Validator
3 dagen geleden
Vye Professionals | Experts in Quants Amsterdam, NederlandAbout the company · Our client is on the trend of greater use of models. Driven in part by regulation but the growing reliance on models manifests in all areas of the company. For risk management purposes the company has models in place for a.o. credit risk, market risk, operati ...
-
Medior Model Validator
3 dagen geleden
Rabobank Utrecht, NederlandYour model validation skills have an impact on our 8.5 million customers. · **You and your job** · As a Model Validator, you make a difference by validating risk models withing Rabobank and providing input to improve the model landscape. You work in a diverse international team w ...
-
Senior Risk Model Validator
12 uur geleden
Ayvens Amsterdam, Nederland VoltijdAt ALD Automotive | LeasePlan, we are always asking What's next in mobility. · Join our team and be part of a dynamic, exciting and engaging business, so we can discover What's next together · You are responsible for: · For our Senior Risk Model Validator vacancy we are looking ...
-
Model Validator IRRBB and Economic Capital
4 dagen geleden
ABN AMRO Bank Amsterdam, NederlandYour job · The Model Validator is a member the ALM & Capital Model Validation team. The Model Validator performs high-quality validations mainly in the ALM & Capital domain. These validations contribute to identifying and mitigating the model risk at ABN AMRO in line with intern ...
-
Model Validator IRRBB and Economic Capital
5 dagen geleden
ABN Amro Amsterdam, NederlandModel Validator IRRBB and Economic CapitalYour job · The Model Validator is a member the ALM & Capital Model Validation team. The Model Validator performs high-quality validations mainly in the ALM & Capital domain. These validations contribute to identifying and mitigating the m ...
-
Medior/Senior Model Validator IRRBB, CSRBB
3 dagen geleden
ING Amsterdam, Nederland VoltijdAre you looking forward to the next step in your model validation career? Then we have good news... we are hiring · The team · We are ING's global Model Validation department responsible for the validation of ING's IRRBB, CSRBB and Liquidity Risk models, . models used for Asset ...
-
Medior/Senior Model Validator IRRBB, CSRBB
1 dag geleden
ING Amsterdam, Nederland VoltijdAre you looking forward to the next step in your model validation career? Then we have good news... we are hiring · The team · We are ING's global Model Validation department responsible for the validation of ING's IRRBB, CSRBB and Liquidity Risk models, i.e. models used for Asse ...
-
Model Risk Management Intern
3 dagen geleden
ING Amsterdam, NederlandJoin ING's Model Risk Management Department as an intern and gain valuable experience in the dynamic field of model risk management. As an intern, you will have the opportunity to work with a diverse and energetic team of highly qualified professionals, contributing to the valida ...
-
Plant Science Intern
5 dagen geleden
Source Amsterdam, Nederlandis on a mission to produce more fresh fruits and vegetables for more people, through A.I.powered greenhouses. · As a Plant Science Intern at Source, you will team up with our Plant Scientists, Data Scientists and Software Engineers to better understand how plants develop and grow ...
-
Phd On Digital Twin in Healthcare for Brain
5 dagen geleden
Universiteit van Amsterdam Amsterdam, NederlandPhD on Digital Twin in Healthcare for Brain Perfusion and Metabolism · **Faculteit/Dienst**:Faculteit der Natuurw., Wiskunde & Informatica**Opleidingsniveau**:Master**Functie type**:Promotieplaats**Sluitingsdatum**:17 juni 2024**Vacaturenummer**:12967- · **What are you going to d ...
-
Toward Soft Fluidic Circuits That Control The
2 dagen geleden
AMOLF Amsterdam Oost, Nederland**Toward soft fluidic circuits that control the beating of a soft artificial heart**: · **Work Activities**: · The Soft Robotic Matter group at AMOLF is seeking a Postdoc who will work together with the Holland Hybrid Heart (HHH) consortium on the design, fabrication and analysis ...
-
Model Risk Manager
6 dagen geleden
Rabobank Utrecht, NederlandStel je eens voor · dat jij een belangrijke bijdrage levert om de Rabobank en de maatschappij pro · - actief te beschermen tegen witwassen en terrorismefinanciering. · Het team CDD Modellen & Solutions is Model Owner van de CDD modellen voor Rabobank Retail NL, zoals de Risico De ...
-
Scientist - Tribology Modeling (Nl-se-de)
4 dagen geleden
SKF Houten, NederlandRequisition ID: Job Category: Research & Development- Career level: Professional- Contract type: Permanent- Location: Houten, NLDo you thrive working with a combination of technology development and collaborating with people with different competencies? Are you passionate about r ...
-
Independent Recruiters Amsterdam, Nederland TEMPORARYAre you looking for your next project in the implementation of Design Tooling for Manufacturing and Supply Chain? Do you enjoy being part of the digital transformation of a leading global food production company? Than we have just the project for you · As Project Manager Manufact ...
-
Software Engineer
1 week geleden
Pon Amsterdam, NederlandMaak deel uit van onze missie om Pon het slimste bedrijf van de wereld te maken Bij ons krijg je de kans om actief bij te dragen aan het vormgeven en optimaliseren van de cloud infrastructuur van het Datalab. Dit betekent dat er veel ruimte is voor eigen inbreng, creatieve oploss ...
-
Atmospheric Scientist
5 dagen geleden
SRON Leiden, Nederland**Are you our new colleague?**: · Are you an ambitious, highly motivated and result driven (postdoctoral) scientist with experience in interpreting atmospheric observations using transport modelling? Then you are the person we are looking for. · **You and SRON Netherlands Institu ...
-
Model Risk Manager
6 dagen geleden
Knab Amsterdam, NederlandKnab was founded in 2012 because we wanted to do things differently. Simpler, smarter and more advantageous for our customers. Because we believe we can help everyone maximize their financial affairs. "Feel at ease when it comes to your finances. Every day." By combining smart t ...
-
Senior Consultant
5 dagen geleden
Selby Jennings Amsterdam, NederlandRole: Senior Consultant, Insurance · Location: Amsterdam, Netherlands · As a Senior Consultant within our client's Insurance Advisory team, you'll provide expert guidance to clients on a range of topics including Solvency II, Asset & Liability Management, IFRS9 & IFRS17, actuar ...
-
Managing Consultant
5 dagen geleden
Finalyse Amsterdam, NederlandManaging Consultant - Quantitative Risk Modelling · Finalyse Amsterdam, Netherlands Posted 2 hours ago Permanent Competitive Our aim is to support our clients incorporating changes and innovations in valuation, risk and compliance. We share the ambition to contribute to a susta ...
-
Senior Consultant
5 dagen geleden
Selby Jennings Amsterdam, NederlandSenior Consultant - Insurance · Selby Jennings Amsterdam, Netherlands Posted 1 day ago Hybrid Job Permanent Negotiable Role: Senior Consultant, Insurance · Location: Amsterdam, Netherlands · As a Senior Consultant within our client's Insurance Advisory team, you'll provide ex ...
Quantitative analyst at Pricing Model Validation - Amsterdam, Nederland - ING Bank N.V.
Beschrijving
Pricing Model Validation at ING is looking for a Quant with knowledge and experience in derivatives pricing
Pricing Model Validation is an international team of highly qualified professionals. The team is responsible for the validation of the derivative pricing models traded in the financial markets. We are a global cross-asset team covering all derivatives traded by ING around the world. The position is open in Amsterdam. The team is a part of Model Validation of Trading Books within the Model Risk Management department.
Roles and responsibilities
How to succeed
We are looking for an enthusiastic colleague who enjoys analysing pricing models, investigating alternative approaches, coding sophisticated models, and writing high quality reports.
You have:
Rewards and benefits
We want to make sure that it's possible for you to strike the right balance between your career and your private life. You can find out more about our employment conditions at
We offer a 40 or 36 hour contract. We care about an adequate work–life balance and we empower our colleagues to realize their ambitions: " Do your thing ."
The benefits of working with us at ING include:
About us
With 60,000 employees and operations in approximately 40 countries, there is no shortage of opportunities for people with initiative who want to help people take a step ahead in life and in business. Do you want to work at the cutting edge of what's possible and at the same time ensure you work with integrity and hold the customer's interests at heart? Do you want to be surrounded by progressive, inspiring, diverse and supportive colleagues? Then there is no better place to invest your talents than at ING. Join us. Apply today.
Interested to learn more?
Apply directly online by clicking on " Apply for this job ".
Watch and read why your potential future colleagues love modelling at ING by clicking below links:
#J-18808-Ljbffr
