(Senior) Quant Developer
Your main responsibilities
- Develop and maintain business process automation of the portfolio management process
- Contribute to design and execution of the PMG investment process, including risk assessment, portfolio construction and performance analysis.
- Use VBA and R code for support in risk calculations, position/ benchmark repricing, automated trade generation and quality and reconciliation checks for the portfolio management process.
- Understanding VBA, R, Access and Excel, understanding of software architecture, SQL, database design, software design principles, business process automation, financial instruments, portfolio construction and mathematics.
- Initiate improvements in business processes
Your experience and skills
- Relevant Master’s degree
- Capable of thinking out-of-the-box; Is Creative in finding Solutions
- Affinity with programming and investments
- Excellent knowledge of financial instruments
- Knowledge of and experience in applying a wide set of modern econometric and mathematic techniques
- State-of-the-art software engineering capabilities
- Solid communication skills.
- Team player with a passion for investing
Your competencies
- Problem Analysis and judgement
- Customer focus
- Market focus
- Planning and organising
- Teamwork
Your department and challenge
Within the multi-boutique structure of ING Investment Management Europe, the Portfolio Management Group (PMG) is responsible for managing a wide variety of multi-asset / multi-sector institutional and retail portfolios. PMG specializes in top-down investing, which it applies to a range of long-only, long-bias and long-short strategies by utilising the combined inputs of Strategy teams. We are looking for an Quantitative Analyst to help us manage the portfolios, run our business processes and analyze our risks and returns.
We offer you
- The opportunity to influence the future of an international top-tier asset manager;
- An entrepreneurial and performance driven culture that gives you the freedom to use your talent, express your ideas and execute them;
- A multicultural, professional and dynamic environment stimulating you to get the best out of you and accelerate your career development;
- Modern working conditions that give room for individual choices.
Note that applications via e-mail and third party applications are not taken into consideration.
Leave a Reply
You must be logged in to post a comment.