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Trading Risk Quants - ING

Locatie: Amsterdam

ING is looking for Trading Risk Quants

The Trading Risk Quant team is an energetic international team of highly qualified professionals.  Our responsibility is to provide the quantitative expertise required to 1) perform validations of the (derivatives) pricing models used by ING’s Financial Markets Trading; 2) develop Trading Risk models and methodologies (related to e.g. Basel Pillar 1 Market Risk IMA framework); 2) and 3) provide advice to traders and risk managers on quantitative topics.

The Trading Risk Quants team is part of the Financial Risk Model Development department. The department comprises of a large team of modelling experts, with expertise in the development and management of Balance Sheet Risk, Credit and Trading Risk and Market Risk models, with state of the art modelling methods, tooling and data-processing technologies.

What does a Risk Trading Quant at ING do?

A Trading Risk Quant is expected to:

(i) perform (derivatives) pricing model validations for end of day valuation (these models are developed e.g. by ING’s Front Office quants and independently replicated by the Trading Risk Quant team)

(ii) develop market risk models and methodologies (such as risk factor evolution models for Value at Risk or PFE calculations, for e.g.)

(iii) provide support on the different quantitative topics.

The position offers excellent opportunities to excel in what you do and to broaden your modelling skills, as well as exposure to a dynamic and agile international working environment.

Your backpack should contain

  • An academic degree (MSc or PhD) in a quantitative field, preferably (financial) mathematics,  econometrics or physics.
  • 2-5 years of quant experience, with familiarity with derivatives pricing, financial markets and the most important developments (for e.g. FRTB). Relevant experience in equity derivatives and/or commodity derivatives modelling is a plus;
  • Strong knowledge and experience with programming languages, especially C++ and/or Python.
  • Experience with FM Front Office pricing systems, in particular Sophis is a plus.

Additionally, you should have

  • Strong communication skills and fluency in English;
  • Constructive attitude and pro-active team player.

Furthermore, you should adhere to the ING values and it is evident for you that your behaviour ought to be fully aligned with these values. You should also be prepared to take the Banker's Oath.

For more information, please visit

What we offer

  • A great salary
  • Benefits such as a 13th month’s salary, Public Transfer Business Card, pension scheme
  • A dynamic and agile international working environment
  • Great international career opportunities

Information and application:


Please send your application for Trading Risk Quants at ING in Amsterdam including your CV via our website.

Job code:


Job posted

22 januari 2020
Apply Now

More information:

Kinga Marcela

Wil je deze vacature delen met je netwerk?



Transistorstraat 7
1322 CJ Almere

Postbus 60184
1320 AE Almere

Tel: 036 - 7440 136

KvK 32090652
ING Bank NL91INGB065.42.67.456
BTW NL.8106.57.041.B01

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