Quant Developer - Financial Markets

ING Group

Brussels, Belgium

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 a talent for taking it on and making it happen, enthusiasm for helping others to be successful and 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.

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