Quantitative Analyst

3 tygodni temu


Warszawa, Mazovia, Polska ING Pełny etat
About the Role

We are seeking a highly skilled Quantitative Analyst to join our Trading Risk Model Validation Tribe in Warsaw. As a key member of our team, 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 its shortcomings, and developing challenger models.
  • Communicate with model stakeholders, including model owners, developers, and implementors.
  • Develop and maintain tools for automation of validation process, such as programming libraries for analysis and accuracy assertion.
  • Write high-quality validation reports and discuss findings with colleagues and supervisors.
  • Perform ad-hoc analyses for acute business needs.
  • Stay up-to-date with the latest developments in pricing models domain.
About the Team

Our team is part of ING's global Model Risk Management department, with 40 experts and specialists across three chapters in Amsterdam and two chapters in Warsaw. We foster a work environment of trust, cooperation, open communications, diversity & inclusion.

Requirements
  • Quantitative background (MSc or PhD degree) in a relevant field.
  • Good knowledge of financial engineering, statistics, mathematics, econometrics, probability theory, and stochastic calculus.
  • Experience in quantitative model validation or model development in the Market risk area is a plus.
  • Strong communication and analytical skills, with the ability to express complex ideas clearly and confidently.
  • English language proficiency at C1 level.
What We Offer

We offer a dynamic and challenging work environment, with opportunities for professional development and career advancement. If you are a motivated and detail-oriented individual with a passion for quantitative analysis, we encourage you to apply for this exciting opportunity.



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