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Junior Quantitative Analyst in Amsterdam

Your work... Financial Markets (FM) is the Bank’s gateway to the professional markets around the world. Our primary function is to service the needs of ING’s clients with products, services and guidance. FM aims to be a...


Your work environment

Financial Markets (FM) is the Bank’s gateway to the professional markets around the world. Our primary function is to service the needs of ING’s clients with products, services and guidance. FM aims to be a significant player in our market leader and challenger markets, with an additional presence in all the major international markets and specialist expertise in selected emerging markets and products.

Your role

The FM Quant team is a global team within the FM organization that provides quantitative expertise required to price and risk manage derivatives products. The main tasks of the team are in the area of model analytics and development.

The team based in Amsterdam consists of about 10 professionals that develop pricing and risk models that are used globally by different trading locations and risk departments, with a special emphasis on counterparty credit risk models.

Your key responsibilities

  • Act as a junior specialist within the Quantitative Analytics team regarding pricing, counterparty credit and market risk models in a broad range of product areas such as equity derivatives, fixed income derivatives, foreign exchange derivatives and credit derivatives. This includes efficient implementation of the models using principles of good software design.
  • Closely collaborate with the IT model integration team following the SCRUM methodology for software development.
  • Co-operate with counterpart quantitative analysts within FM and also Risk departments and with colleagues from the trading desks and risk departments.
  • Maintain tools, programming libraries and test environments that are set up to support the model development and integration.
  • Perform quantitative analysis on market data, trade requests and pricing & risk functionality to support the business.
  • Give general quantitative support to trading desks.

Who we are looking for?

A colleague with a talent for taking it on and making it happen, enthusiasm for helping others to be successful and a knack for always being a step ahead. In other words, you strive to bring fresh ideas to life and embrace challenges in a fast changing and complex environment. You are a naturally collaborative person who listens and invests in others to achieve common goals. You love to challenge the status quo and are eager to propose creative solutions to problems.

We are looking for enthusiastic academics with excellent analytical skills. You have a keen interest in quantitative finance and risk modelling.

As a Junior Quantitative Analyst you will also need:

  • A university degree (preferably PhD) in a quantitative field (econometrics, mathematics, physics or engineering) with some industrial experience as quantitative analysts (< 3 years);
  • Strong working knowledge of stochastic calculus and numerical methods (Monte-Carlo and PDE based methods);
  • Knowledge of C++ and/or quantitative software packages (Matlab, Mathematica) and parallel programming;
  • Significant interest in- and knowledge of financial instruments and the financial markets, including risks, pricing and revaluation as a result of market movements;
  • Fluency and excellent writing skills in English.

We offer you  

A clear purpose, a unique offer and a range of flexible compensation and other benefits:

  • A 40-hour working week
  • Job grade 9/10 (depending on knowledge and experience)
  • A dynamic international working environment with innovative colleagues supporting your endeavours (Dealing room based in Amsterdam)

Furthermore, within the FM Quant team, you can count on a range of opportunities to invest in your personal and professional growth with:

  • The possibility to participate in courses and trainings
  • The possibility to grow within an international organization

Extra informatie

Fulltime (ervaren)

Amsterdam | ICT / IT / Programmeur | Fulltime (ervaren)

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