Quant Developer – Financial Markets

Your role & work environment

In the context of an ambitious Financial Markets project, we look for a FINANCIAL MARKETS QUANT INTEGRATOR. This project, called IPA (Internal Pricing Architecture), aims to comply with future regulatory environment (FRTB) and to replace legacy Financial Markets and Risk applications.

The Financial Markets Business Experts team, specialized in Derivative products, covering a wide range of asset classes (Interest Rates, Equities, FX, Commodities, Credit) supports businesses in London, Brussels, Amsterdam, Singapore (Asian hub) and New York.

Your key responsibilities

Your main responsibilities as a FINANCIAL MARKETS QUANT INTEGRATOR are :

Develop

• integration of the C++ Quant computation libraries in an internal Java software, servicing Pricing and Risk functions (Market & Credit Risks)
• Real-time pricing functions to support Trading desks
• Implement pricing library functions (database, GUI, Web services, …)

Support

• Market Data capture and treatment (bootstrapping, historical generation, scenarios, …)
• Provides L3 support to Trading / Sales / Market Risk Management

Innovate

• Keep a proactive eye on new technologies that can bring added-value to the business and to the project in general

We look for

A colleague with atalent for taking it on and making it happen,enthusiasm forhelping others to be successfuland a knack for always being a step ahead. In other words, you strive to bring fresh ideas to life and embrace challenges in a fast changing and complex environment. You are a naturally collaborative person who listens and invests in others to achieve common goals. You love to challenge the status quo and are eager to propose creative solutions to problems.

As a Financial Markets Quant Developer you will also need:

• Master degree with strong numerical and programming experience (Maths, Physics, Statistics, IT, Engineering, …)
• Ability to work efficiently in an international framework
• Technical expertise in several of the following domains: Multi-threaded core Java development, SQL server / Oracle, Java Swing / AngularJS, C++, Apache Ignite / Grid gain, Openshift, Kubernetes
• Knowledge of Financial products
• Soft skills: Fast learner, Flexible, Team player, Stress resistant

We offer you

A clear purpose, a unique offer and a range of flexible compensation and other benefits:

• Personal growth & challenging work with endless opportunities to realize your ambitions
• An informal, dynamic environment with innovative colleagues supporting your endeavors’
• A progressive and agile way of working, where new ideas are valued ahead of convention

A hybrid way of working

• We give the autonomy to our employees to let them organize their work in a flexible way that suits best for them while ensuring business continuity, customer service and employee wellbeing.

Furthermore, within the Financial Markets department, you can count on a range of opportunities to invest in your personal and professional growth with:

• Interacting in a mature project (2Y) involving many individuals (80+ people) across BE/NL/RO
• Following the AGILE Scrum methodologies and ING Way of Working, evolving in the challenging business environment of Financials Markets

We redefine banking. What about you?

We’re on a journey that’s centered around our customers, powered by technology and driven by smart, determined people. Our customers feel our people are empowering them to stay a step ahead in life and in business. We are proud of that!