Quantitative Analyst

4 tygodni temu


Warszawa, Mazovia, Polska ING Pełny etat
Job Description

We are seeking a highly skilled Quantitative Analyst to join our team in Warsaw. As a key member of our Trading Risk Model Validation Tribe, you will be responsible for validating market risk, counterparty credit risk, and valuation models for trading books used by ING Group worldwide.

Key Responsibilities
  • Perform validation of pricing models, analyzing model suitability and shortcomings, and making final judgments on model quality.
  • Lead validation projects, supervise and coach junior quants, and review their work and reports.
  • Communicate and align with model stakeholders, including model owners, developers, and implementors.
  • Develop and maintain tools for automation of validation processes.
  • Write high-quality validation reports and present findings to colleagues, front office quants, and traders, as well as higher management.
Requirements
  • Quantitative background (MSc or PhD degree) in a relevant field, such as Econometrics, Quantitative Methods, Quantitative Finance, Mathematics, Statistics, Physics, or similar.
  • Good knowledge of financial engineering, statistics, mathematics, econometrics, probability theory, and stochastic calculus.
  • At least 3 years of experience in quantitative model validation or model development with solid knowledge in Pricing, Trading Risk, or generic Market Risk.
  • Excellent communication and interpersonal skills, with the ability to express complex ideas clearly and confidently.
  • Ability to work independently and collaboratively as part of a team.
Preferred Qualifications
  • Research mindset and knowledge of Python and/or C++.
  • Certificates: FRM, PRM, or CQF.
About the Team

The Trading Risk Model Validation Tribe has 40 experts and specialists of various backgrounds, split into 3 chapters in Amsterdam and 2 chapters in Warsaw. Our team is part of ING's global Model Risk Management department, responsible for validating market risk, counterparty credit risk, and valuation models for trading books used by ING Group worldwide.


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