ING Netherlands | Amsterdam | Quantitative Developer | Full Time | ONSITE
ING Financial Market's Quants are looking for a Quant developer (with emphasis on the developer side).
The FM Quant team is a global team that provides quantitative expertise required to price and risk manage derivative products. The main focus of the team is in modelling and development of in house pricing and risk management solutions. The team is based in Amsterdam and consists of 8 professionals that develop pricing and risk models with emphasis on counter party credit risk models (xVA). We work closely with the devops team for releasing quality production ready software.
What are we looking for?
* A degree in a quantitative field (CS, mathematics, physics or engineering)
* Strong knowledge of C++, parallel computing and/or GPU computing (CUDA/OpenCL).
* Knowledge of numerical computing, API design and good software development paradigms.
* Able to co-operate with business users such as trading desks and risk departments.
* Maintain tools, libraries and test environment.
* Significant interest in - and knowledge of financial instruments and the financial markets including risks, pricing and revaluation as a result of market movements.
* Fluency in English.
We offer 40-hour working week contract with job grade 10 or 11 depending on knowledge and experience.
If you are interested send your CV to Alexios.Theiakos@ing.nl
Less than London's. The gap between sectors is not huge and there are caps in bonuses etc imposed by the Dutch government.
Life expenses (rent, public transport, going out etc) are less than London though.
ING Financial Market's Quants are looking for a Quant developer (with emphasis on the developer side).
The FM Quant team is a global team that provides quantitative expertise required to price and risk manage derivative products. The main focus of the team is in modelling and development of in house pricing and risk management solutions. The team is based in Amsterdam and consists of 8 professionals that develop pricing and risk models with emphasis on counter party credit risk models (xVA). We work closely with the devops team for releasing quality production ready software.
What are we looking for?
* A degree in a quantitative field (CS, mathematics, physics or engineering) * Strong knowledge of C++, parallel computing and/or GPU computing (CUDA/OpenCL). * Knowledge of numerical computing, API design and good software development paradigms. * Able to co-operate with business users such as trading desks and risk departments. * Maintain tools, libraries and test environment. * Significant interest in - and knowledge of financial instruments and the financial markets including risks, pricing and revaluation as a result of market movements. * Fluency in English.
We offer 40-hour working week contract with job grade 10 or 11 depending on knowledge and experience.
If you are interested send your CV to Alexios.Theiakos@ing.nl