When you come to work at ING, you’re joining a team where individuality isn’t just accepted, it’s encouraged. We’ve built a culture that’s fun, friendly and supportive – it’s the kind of place where you can be yourself and make the most of whatever you have to offer.
We give people the freedom to take risks, think differently, take ownership of their work, and make great things happen. We’re here to help you get ahead. And with our global network, there’s plenty of scope to take your career in new directions, perhaps even ones you’ve never considered. ING Americas follows a hybrid work model, allowing for in-office / work from home flexibility. Hybrid work arrangements vary based on business area.
Sound like the kind of place you’d feel at home? We’d love to hear from you.
- Structuring, pricing and execution of structured deals & solutions required by corporate clients, financial institutions and private investors in collaboration with the structuring colleagues, the various trading desks, the quant team and the global sales teams
- Provide competitive pricing, trading non-linear rates products within the product mandate, the fixed limits and required risk profile of the desk
- Generating ideas and opportunities for new and existing clients through research, financial models and industry analysis
- Establish and maintain regular contact with the sales, relationship managers and other ING businesses with a view to identifying business opportunities and enhancing Structured Products business with them
- Attend to the risk monitoring of transactions, with a view to contributing towards desk profit targets and creating customer loyalty
- Contribute to the development of new products by working closely together with Front-Office Quants and Developers
- Be aware of key regulatory developments together with FM Regulatory / Legal teams and with Business Management, understand the possible impact to business as well as possible opportunities.
- Bachelor’s degree in Math, Engineering, Physics, Economics, Business or closely-related quantitative field from an accredited U.S school (or equivalent)
- Minimum of 5 years of relevant markets experience
- Coding knowledge: VBA & Python
- Market expertise in Non-Linear Rates products, including Cap/Floor, Swaption products, Bermudan Callable, Callable Range Accrual, Callable CMS Spread Option, and other Non-Linear Rates products would be an added advantage
- In depth understanding of interest rate & credit derivatives from a structuring, pricing and documentation point of view
- Series 7, 63 registrations required