Quant Developer

  • Competitive
  • Bruxelles, Bruxelles-Capitale, Belgique
  • CDI, Plein-temps
  • ING
  • 19 nov. 18

Quant Developer

Quant Developer
Internal, Permanent, Brussels


Your role & work environment

In the context of an ambitious Financial Markets project, we look for a QUANT DEVELOPER. 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 QUANT DEVELOPER are :
Develop

  • integration of the C++ Quant computation libraries in an internal Java software, servicing Pricing and Risk functions
  • 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 QUANT DEVELOPER you will also need:
  • University degree with strong numerical and programming experience (Maths, Physics, Statistics, IT, Engineering, ...)
  • Several years of experience 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
  • 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 realise your ambitions
  • An informal, dynamic environment with innovative colleagues supporting your endeavours
  • A progressive and agile way of working, where new ideas are valued ahead of convention

    Furthermore, within the Financial Markets Business Experts 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?
    There has never been a more interesting time to work at ING. We're on a journey that's centred 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're proud of that!