Equity & Commodity Derivatived Developer

  • Competitive
  • Brussels, Bruxelles-Capitale, Belgium
  • Permanent, Full time
  • ING
  • 18 Dec 18

Equity & Commodity Derivatived Developer


Equity & Commodity Derivatives Developer


ING is looking to hire a Front Office (FO) Equity & Commodity Derivatives developer.

Responsibilities

Quantitative modelling involves the specification, calibration and integration of (stochastic) models designed to price and hedge (exotic) derivative positions taken by trading desks in Financial Markets. A range of quantitative methods and models are deployed to tackle specific issues in these markets.

For a quant-developer position, the tasks in this area are:

  • Extension and maintenance of an existing quant library;
  • Maintenance, creation and extension of API's of the quant library towards FO-applications;
  • Participation in several initiatives regarding calculation performance and risk reporting;
  • All issues related to the development and integration of models into the existing model libraries framework and the FO-systems.

    Currently emphasis is being placed on:

    - establishing an IPA architecture (ING Pricing Architecture) across asset classes;
    - and the associated implementation of the new FRTB regulatory requirements.

    Both require interacting with other stakeholders such as Risk Management and IT.

    Your work environment

    Within the global ING Group and its large client base, ING Financial Markets offers a unique access to all financial products. As a developer, you will work from the ING Brussels location in a highly specialised team. On a regular basis, there will be meetings with traders and structurers which are currently centralised in London.

    Your profile

    The ideal candidate has:

  • strong knowledge and experience with programming languages, mainly C++.
  • experience with design and implementation of API's, creating test environments and calculation performance.
  • experience with (Finastra) Sophis Toolkit is a plus
  • a constructive attitude and is a team player
  • the ability to work in a challenging and changing environment
  • a strong interest in the financial world, affinity and/or experience with financial quant models is a plus.
  • ideally 3 to 5 years of relevant experience in a Financial Markets or Risk environment (Front Office or Model Validation).