Front Office Quant Developer: End-to-End Modelling (Amsterdam)

ITSync; Amsterdam; Hybrid; EUR 73,000 - 84,000; Full time

Benefits offered by this job

Holiday allowance

13th month

Pension

ZZP freelance option

Job summary

ING in Amsterdam is seeking a Front Office Quant Developer with a strong background in quantitative modelling, risk modelling and quantitative finance. You will join a team of about 15 professionals responsible for the development and implementation of quantitative risk models across the full lifecycle.

The role blends mathematics and modelling with programming, using C++ where relevant. A PhD is valued but not required; a ZZP option with hourly rates is available for freelancers.

Qualifications

• Strong quantitative modelling background with proven model development experience.
• Understanding of risk modelling and financial products.
• Experience across the full model lifecycle: development, calibration, backtesting.

Responsibilities

• Develop and implement quantitative risk models end-to-end.
• Work on Market Risk and Counterparty Credit Risk models.
• Apply Monte Carlo modelling and other techniques.
• Document models, methodologies and results.
• Collaborate with Quant, Risk and related teams.

Skills

Quantitative modelling

Mathematics

Econometrics

Physics

Statistics

Quantitative model development

Risk modelling

Full model lifecycle

Calibration and backtesting

C++ exposure

Education

PhD in a quantitative discipline

Tools

C++

Job description

ING in Amsterdam is seeking a Front Office Quant Developer with a strong background in quantitative modelling, risk modelling and quantitative finance. You will join a team of about 15 professionals responsible for the development and implementation of quantitative risk models across the full lifecycle.

The role blends mathematics and modelling with programming, using C++ where relevant. A PhD is valued but not required; a ZZP option with hourly rates is available for freelancers.