Front Office Quant

☞ ING

Vue: 140

Jour de mise à jour: 26-11-2025

Localisation: Brussels Brussels Capital

Catégorie: Finance / Banque / Stock IT - Logiciel IT - Matériel / Réseaux Informatique Direction

Industrie: Finance

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le contenu du travail

Front Office Quant


ING is lookingto hire a Front Office (FO) quant in the field of Interest Rate Derivatives pricing and risk management.

Responsibilities

Quantitative modelling involves the specification, calibration and integration of models designed to price and hedge 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 position, the tasks in this area are:

  • Understanding financial products and market data modelling concepts
  • Developing pricing and risk models and integrating them in the Quant C++ library
  • Participating to the development and maintenance of the Front Office Quant Model Libraries, and their API’s
  • Interact with Application Developers in order to jointly integrate the models into Front Office Applications


Currently emphasis is being placed on:

  • Model Risk Governance and Model Performance Monitoring
  • Development of an in-house pricing and risk platform (IPA, i.e. ING Pricing Architecture)
  • Update of the Pricing and Risk set-up for Interest Rate Derivatives, linked to the IBOR Benchmark transition
  • New products development

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 Quant, you will work from the ING Brussels location in a highly specialised team, organized in an Agile way of working. On a regular basis, there will be meetings with traders and structurers mainly based in London/Amsterdam, and with IT and Quant colleagues mainly located in Brussels and Amsterdam.


Your profile

The ideal candidate has:

  • a strong quantitative background (Ms or PhD in mathematics, statistics, econometry, engineering,…)
  • a strong knowledge and experience (5+ years) with Quantitative Finance pricing and risk models, preferably with a focus on Interest Rate Derivatives
  • strong knowledge and experience with (object-oriented) programming, preferably using C++.
  • a constructive attitude and is a team player
  • the ability to work in a challenging and changing environment

What we offer and work environment

  • An interesting position in a small and dynamic team of highly skilled individuals, working closely together in a good atmosphere.
  • A rewarding remuneration package, according to your skills and experience.
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Date limite: 10-01-2026

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