Front Office Quant IV

Korte omschrijving

Functie omschrijving

Hey there! ING is on the lookout for a talented and experienced Front Office Quant Developer who really knows their way around quantitative modeling, especially in Counterparty Credit Risk (CCR).

This role is all about the quantitative modeling side of things, rather than just pure software development. You'll be joining a fantastic, large Quant team tasked with designing, developing, implementing, and supporting ING's own pricing and risk models. It sounds like a really engaging opportunity to make a significant impact!

You'll be involved in the entire lifecycle of the models, from the initial design and prototyping all the way through to implementing them in Front Office systems. A big part of this will be focusing on designing and improving Counterparty Credit Risk models for Potential Future Exposure (PFE) and Exposure at Default (EAD).

The modeling environment is quite diverse, including Monte Carlo modeling, derivatives pricing, risk factor modeling, and working with multiple asset classes. If you have experience with areas like FX, Equity, and SFT, that would be a great fit!

Beyond the core modeling, you'll also get to contribute to the quantitative implementation of these models and collaborate closely with the wider technology teams that support pricing and risk management. It seems like a role where you can really blend your analytical skills with practical application.

So, what will you be doing?

• Designing and enhancing Counterparty Credit Risk models for PFE and EAD.
• Getting hands-on with the entire quantitative model lifecycle, from design and prototyping to implementation.
• Developing and working with Monte Carlo models, risk factor models, and derivatives pricing models.
• Engaging with quantitative models across various asset classes.
• Implementing quantitative models using Python and/or C++ for Front Office applications.
• Contributing to the high-performance computing platform (using C++/CUDA) for pricing and risk management.
• Collaborating with the broader Quant team and IT model integration teams.
• Providing essential quantitative support to risk managers, traders, and other key stakeholders.

Here are the assignment details:

• Client: ING
• Interview Process: 2 rounds
• Contract Type: ZZP
• Rate: Open / flexible – great to have that flexibility!
• Duration: 12 months, with a strong possibility of extension.
• Hours: 36 hours per week.
• Start Date: September 21, 2026
• End Date: September 18, 2027 (with extension option)
• Location: Amsterdam
• ZZP Status: Permitted
• Submissions Deadline: September 18, 2026, 12:00 PM

Functie Eisen

• University degree in Mathematics, Physics, Statistics/Econometrics, Computer Science, Engineering or another relevant quantitative discipline; MSc or PhD is preferred
• At least 5 years of Quant experience within Counterparty Credit Risk and/or Market Risk modelling
• Strong hands-on quantitative modelling experience, with particular relevance to the CCR domain
• Professional experience with Monte Carlo modelling, risk factor modelling and derivatives pricing
• Experience with at least one relevant asset class or modelling area, such as Interest Rates, FX, Commodities, Credit, Equity or XVA
• Strong background implementing quantitative models in Python and/or C++ for Front Office purposes
• Experience with professional software-development practices including Test-Driven Development, Continuous Integration and Continuous Delivery
• Fluent English and the ability to communicate effectively with both technical and non-technical stakeholders

• Experience with Azure, Git and Docker is preferred
• Experience across multiple asset classes, including environments involving FX, Equity and SFT, is relevant to the work of the team

Arbeidsvoorwaarden

Working conditions: This job role offers a balanced split between operational (run) and project (build) work, with a distribution of 75% operational and 25% project-related tasks. To minimize the impact on business operations, some changes may be scheduled outside of regular business hours. 

Do you want this too? Do you aspire to be the best version of yourself? We are delighted to support your development and invest in an environment where continuous learning is encouraged. We provide you with the freedom to innovate and take initiative. By offering numerous growth opportunities, we help you exceed your own expectations and excel in your work, enabling you to grow both personally and professionally.

Moreover, you can expect the following benefits based on a 36 or 40-hour working week:

• An Employee Benefit Budget equivalent to 10% of your monthly income, which you can use according to your preferences. This budget allows you to purchase additional holiday days or make additional contributions to your pension.
• Flexible working hours and the possibility of location-independent work, depending on the team's planning.
• 100% reimbursement of commuting costs if you travel using public transportation. If you commute by car or motorcycle, you can opt for a commuting allowance.
• A pension scheme with a contribution rate of only 5% from your side.

Let's get to know each other.

Are you the person we are looking for? The new colleague who wants to strengthen our client's team and make a difference for yourself, our customers, and society? We would love to receive your application for this vacancy.

Please note: Even if you don't meet all the criteria mentioned in the profile, but you believe you can fulfill the role effectively, we encourage you to apply. We invest in your growth and development.

Responses to applications are handled in accordance with our vacancy management process.

If you have any questions about the application process, ww will be happy to assist you via email (info@if-solutions.nl) office +31 10 210 87 90 or through the provided application link.

Screening is a standard part of the application process. We assess candidates based on the screening procedures followed by our client to ensure that new employees are reliable and suitable for their roles.

For this vacancy, an individual assessment and skills testing may be included as part of the application process.

We believe that everyone is unique, and it is precisely these differences that help us become an even better bank. That's why we are curious to know more about you.