Front Office Junior Quant

Your role & work environment

Our Front Office Quant team, specialized in Derivative products, covering a wide range of asset classes (Interest Rates, Inflation, Credit) supports businesses in London, Brussels, Amsterdam, Singapore (Asian hub) and New York. We are responsible for the Quant library that is integrated into in-house applications to automate the whole flow from client quote requests to pricing and risk management. The library is developed in C++ and is interfaced with Java, Excel and Python. We work in close collaboration with the in-house application development teams.

In this context, we look for a Front Office Junior Quant based in Singapore to develop and improve our internally developed library.

In particular, your focus will be on developing further trading tools for the Singapore desk and helping with the product development.

Your key responsibilities

Your main responsibilities as a Front Office Quant are :

Develop

Develop and maintain Pricing/Risk Management/Hedging Tools for Trading, Structuring & Sales

Develop new models/functionalities and integrate them in the Quant library

Propose & perform code refactoring in collaboration with the team to improve code quality and maintainability

Support

Provide support to Trading, Structuring, Sales & Market Risk Management

Coordinate and Support the integration of the new developments into the in-house applications and automated release and testing pipelines

Support Validation and Audit requests

Ensure a proper documentation of the library and models

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 ithappen, 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 Front Office Quant you will also need:

PhD or MSc degree in quantitative finance, mathematics, physics, or a similar field with strong numerical and programming skills

1-4 years of professional experience

Good knowledge of C++ or similar object-oriented programming language

Knowledge in the following domains is a plus: Python 3, Java, SQL

Knowledge of Financial products, Modelling of Financial Derivatives and their associated Market Data

Ability to investigate complex issues and to propose solutions to fix them.

Fast learner, Constructive attitude, pro-active team player, but able to work independently.

We offer you

Working in a strong team, supporting a mature platform serving users globally

Challenging work with endless opportunities to realise your ambitions

An informal, dynamic and international environment with innovative colleagues supporting your endeavours

A progressive and agile way of working, where new ideas are valued ahead of convention

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!