Collateral Optimization & Funding Associate (Derivatives)

ING; Greater London; On-site; GBP 50,000 - 70,000; Full time

Job summary

A leading international bank in London is seeking an Associate for its Financial Markets team. This role focuses on derivatives pricing, valuation, and collateral optimization. The successful candidate will support optimization strategies and collaborate with trading desks using advanced analytics. Essential qualifications include a quantitative degree and experience in trading or quantitative roles. Skills in Python and Excel are vital, as is the ability to deliver insights into actionable strategies. This position offers a dynamic work environment with opportunities for continuous development.

Qualifications

• Strong understanding of derivatives pricing and valuation, including XVA and risk sensitivities.
• Experience in a trading, risk, XVA, or quantitative role within financial markets.
• Quantitative background with advanced modeling skills.

Responsibilities

• Manage derivatives exposure from a collateral perspective.
• Analyze collateral drivers across derivative portfolios.
• Develop and enhance quantitative models for collateral sourcing.

Skills

Derivatives pricing

Quantitative analysis

Python

Excel

Risk management

Analytical skills

Education

Bachelor's or Master's degree in a quantitative subject

Finance degree or course in Derivatives and/or Risk

Tools

VBA

Job description

A leading international bank in London is seeking an Associate for its Financial Markets team. This role focuses on derivatives pricing, valuation, and collateral optimization. The successful candidate will support optimization strategies and collaborate with trading desks using advanced analytics. Essential qualifications include a quantitative degree and experience in trading or quantitative roles. Skills in Python and Excel are vital, as is the ability to deliver insights into actionable strategies. This position offers a dynamic work environment with opportunities for continuous development.