- You have an academic MSc or PhD degree in a quantitative field, preferably (financial) mathematics, econometrics or physics,
- You have up to 5 years of experience, with familiarity on derivatives pricing, financial markets, and the modern features like multi-curve pricing of IR derivatives and IBOR reform,
- You present strong knowledge and experience with programming languages, especially C++ and Python,
- You are experienced with FM Front Office pricing systems, in particular, Sophis, Murex or Summit is a plus,
- You have strong communication skills and fluency in English,
- You present constructive attitude and pro-active team player.
- Experience in Agile / Scrum way of working,
- Independent, creative and pro-active mind-set,
- Being keen on innovation.
Pricing Model Validation is an international team of highly qualified professionals. The team is responsible for validating of the derivative pricing models used by ING Financial Markets. We are a global cross-asset team covering all traded products in all trading locations of ING around the world. The team is part of Model Validation Trading Book Risks within the Model Risk Management department. Position is located in Poland within RiskHub in ING Tech Poland. At ING Tech Poland and ING group we follow the Agile approach and mindset. We are innovative and we trust people we work with. By bringing in our expertise we assure that models are appropriate for intended use, compliant with internal policies and external regulations and its limitations are well understood by the organization. Our goal is to ensure a strong modelling landscape within ING.
- contract of employment
type of contract - 7:00 - 9:00 - 15:00 - 17:00
work hours - Zajęcza 4, Warszawa
this is the location of our office
- professional development
- certificates and knowledge development
- training budget
- access to the newest technologies
- international projects
- free English courses
- provate medical care
- 50% funded Multisport Card
- bicycle parking
- chillout rooms
- integration events and Stay Fit program
- stability of employement
- fully equipped workstations
- kitchen