Front Office Quant IV
Front Office Quant IV bij ING Bank N.V. in Amsterdam voor kwantitatieve modellering binnen CCR (36 uur/week, 12 mnd).
Warme-stoelsignaal: De reactietermijn is uitzonderlijk kort (3 dagen tussen publicatie en sluiting) en de startdatum ligt direct na het sluiten, wat sterk duidt op een reeds bekende kandidaat.
Het taalmodel ziet aanwijzingen voor een zittende of vooraf gekozen kandidaat. Dit is een inschatting, geen bewijs. Zo werkt de warme stoel check.
Eisen
- Strong hands-on quantitative modelling experience, with particular relevance to the CCR domain
- Strong background implementing quantitative models in Python and/or C++ for Front Office purposes
- Fluent English and the ability to communicate effectively with both technical and non-technical stakeholders
- Experience with professional software-development practices including Test-Driven Development, Continuous Integration and Continuous Delivery
- University degree in Mathematics, Physics, Statistics/Econometrics, Computer Science, Engineering or another relevant quantitative discipline
- At least 5 years of Quant experience within Counterparty Credit Risk and/or Market Risk modelling
- Professional experience with Monte Carlo modelling, risk factor modelling and derivatives pricing
- Experience with at least one relevant asset class or modelling area, such as Interest Rates, FX, Commodities, Credit, Equity or XVA
Wensen
- Experience across multiple asset classes, including environments involving FX, Equity and SFT, is relevant to the work of the team
- Experience with Azure, Git and Docker is preferred
- MSc or PhD is preferred
Volledige omschrijving
Front Office Quant IV bij ING Bank N.V. in Amsterdam. Het betreft een detachering-functie voor 36 uur per week met een looptijd van 12 maanden. Reageren kan tot en met 18 september 2026.
Role overview:
You will work as a Front Office Quant Developer focused on quantitative modelling, particularly within Counterparty Credit Risk (CCR). The role emphasizes model design, prototyping and implementation for Front Office pricing and risk systems, with a focus on Potential Future Exposure (PFE) and Exposure at Default (EAD). The modelling environment includes Monte Carlo modelling, derivatives pricing, risk factor modelling and multiple asset classes (e.g. FX, Equity, SFT).
Responsibilities:
- Design and enhance Counterparty Credit Risk models for PFE and EAD.
- Work hands-on across the quantitative model lifecycle from design and prototyping to implementation.
- Develop and work with Monte Carlo models, risk factor models and derivatives pricing models.
- Apply quantitative models across different asset classes.
- Implement quantitative models using Python and/or C++ for Front Office purposes.
- Contribute to high-performance computing platforms (C++/CUDA) used for pricing and risk management.
- Collaborate with quantitative colleagues and IT model integration teams.
- Provide quantitative support to risk managers, traders and other stakeholders.
Profile fit:
This is a quantitative modelling role with a significant technical implementation component. The primary focus is not pure software engineering. The strongest fit is an experienced Quant who combines deep hands-on CCR modelling experience with sufficient programming capability to implement models in a Front Office environment.
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