Risk Trading Quants

il y a 2 semaines

Brussels, Belgique ING Temps plein

**Risk Trading Quant**:
**Wholesale **Banking - Brussels**:
**Technical data function****:
**Brussels**

**Possibility of 50% work from home on the basis of team agreement**

**Model Developer - II to IV**

**Work Schedule: 100%**
**Sensitive Function: yes**
**PCP Function: Certificate Law Cauwenberghs/ Law Willems/ Law Vande Lanotte: No**
**Representation costs: No**

**Your role & work environment****:
You will join an energetic international team of highly qualified professionals whose purpose is to develop risk models. Our area of expertise is Trading pricing models, Market risk and Counterparty credit risk in the Trading book.

The Risk Trading Quants are part of the Integrated Risk Model Development department, which comprises of a large team of modelling experts: Trading Risk, Credit Risk and Market Risk in IRRBB and Balance Sheet Risk models, with state-of-the-art modelling methods, tooling, and data-processing technologies.

**Your key responsibilities**:
**Develop risk models**

The scope of development activities is quite varied, including:

- Develop the calculation methodologies for valuation adjustment models that account for the model risk uncertainty or concentration, among others;
- Develop Trading Risk methodologies, such as Incremental Risk Charge (IRC/DRC), VaR scenarios specifications, Risk not in model (e.g., for IRC and VaR models), Stress test, market data proxy models;
- Develop Counterparty Credit risk models;

***Design model monitoring methodologies**

**Provide quantitative support**
- Perform production system implementation checks by comparing to your own benchmark implementation;
- Provide quantitative support to risk managers and traders (in the risk modelling context), to the integration of the new products/pricing models in the existing risk frameworks, development of tools to provide insight into model choices, analysis of the methodologies used for P&L explainer or market data proxies.

**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 Risk Trading Quant you will also need:

- A PhD or a MSc in a quantitative field, e.g., mathematics, physics, statistics/ econometrics etc;
- 3 to 7 years of Quant experience in the following areas:

- Market Risk models and/or Counterparty Credit Risk models and the implementation of such models in Python or C++;
- Derivatives pricing in at least on of the following asset classes: Interest Rate & Inflation, FX, Credit, Equity, Commodities and/or XVA, including model implementation in Python or C++;
- Familiarity with the most important regulatory developments (e.g. CRR Market Risk framework for the Trading Book, FRTB, Prudent Valuation framework, etc);
- Strong communication skills and fluency in English; and
- Constructive attitude and pro-active team player.

**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 endeavors’
- A progressive and agile way of working, where new ideas are valued ahead of convention

**A hybrid way of working**
- We give the autonomy to our employees to let them organize their work in a flexible way that suits best for them while ensuring business continuity, customer service and employee wellbeing.

**Furthermore, within the Integrated Risk department, you can count on a range of opportunities to invest in your personal and professional growth by** broadening your modelling and coding skills, as well as exposure to a dynamic and international working environment.

**We redefine banking. What about you?**

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

  • Senior Data Scientist

    il y a 2 semaines

    Brussels, Belgique TN Belgium Temps plein

    Social network you want to login/join with:Senior Data Scientist - Commodity Trading and Risk Management, BrusselsClient:McKinsey & CompanyLocation:BrusselsJob Category:OtherEU work permit required:YesJob Reference:0baf0b52578cJob Views:23Posted:23.01.2025Expiry Date:09.03.2025Job Description:As a member of the Commodity Analytics team, you will be based in...

  • Power Plant Portfolio Manager

    il y a 4 semaines

    Brussels, Belgique ELECTRABEL Temps plein

    Requisition ID: 10903- Location: BRUXELLES, BE, 1000Global Energy Management and sales (GEMS) is responsible for managing ENGIE's assets in continental Europe. The role of GEM is to ensure competitive energy for clients while optimizing value creation within a consistent risk framework. GEM teams negotiate ENGIE natural gas supply contracts, optimize the...

  • Market Risk Manager

    il y a 5 heures

    Brussels, Belgique KBC Temps plein

    **Contractvorm**: Onbepaalde duur **Werkregime**: Voltijds **Locatie**: Brussel **Ervaringsniveau**: Junior (0-2 jaar), Medior (2-5 jaar) **Wat houdt deze vacature in?**: In onze **dealing rooms** worden dagelijks talloze valuta, obligaties, aandelen en derivaten verhandeld. Daar komen bepaalde **financiële risico’s** bij kijken waar we op een...

  • Market Risk Manager Coc

    il y a 5 heures

    Brussels, Belgique KBC Temps plein

    **Contract**: Permanent **Work schedule**: Full-time **Location**: Brussels **Experience level**: Junior (0->2 years), Medior/Experienced (2->5 years) **What does this job entail?**: At KBC, the Risk Markets department oversees the financial risks of our KBC Group dealing room. As a market risk manager, you become part of the risk team that supports,...

  • Market Risk Manager

    il y a 2 semaines

    Brussels, Belgique KBC NV Temps plein

    Junior (0->2 years), Medior/Experienced (2->5 years)At KBC, the Market Risk team oversees the financial risks of our KBC Group dealing room. As a market risk manager, you become part of the risk team that supports, challenges, and advises our dealing rooms during their activities, safeguards that our control environment is up to standards, and ensures that...

  • Renewable Trader

    il y a 4 semaines

    Brussels, Belgique ENGIE Temps plein

    **About US (GEMS)**: ENGIE Global Energy Management & Sales (GEMS) provides energy supply solutions and risk management services to support its clients through their decarbonization journey, while optimizing ENGIE’s assets and contributing to value creation. ENGIE is a global reference in low-carbon energy and services with a leading energy management...

  • Bi/data Analyst

    il y a 4 semaines

    Brussels, Belgique Keyrock SA Temps plein

    BI/Data Analyst (Risk Management) - Digital Assets Keyrock is expanding! Keyrock was founded in 2017 and has quickly grown from 3 to over 100 people today. As an industry recognized liquidity provider and market maker, Keyrock is a leading European creator of algorithmic trading technologies in the digital asset space. With VC backing including Series B...

  • Short Term Trader

    il y a 6 jours

    Brussels, Belgique Global Energy Management Temps plein

    **About US (GEM)**: Global Energy Management (GEM) is one of ENGIE’s Business Units. As a global energy player in electricity, natural gas and energy services, we provide energy management solutions and services to our worldwide-based clients through an expertise built on more than 20 years managing the world’s largest and most diverse portfolios...

  • P&C Risk Actuary

    il y a 6 heures

    Brussels, Belgique AXA Temps plein

    Au sein de la direction Risk d'AXA Belgique basée à Bruxelles, nous recherchons un/une Actuaire ou Profil Scientifique pour rejoindre l’équipe du P&C Risk Management. Vous rejoindrez une équipe composée de 5 personnes dont le rôle est d’analyser et de quantifier l’ensemble des risques liés à une activité assurantielle de type non-vie. Vos...

  • Short Term Trader

    il y a 4 semaines

    Brussels, Belgique ENGIE GLOBAL MARKETS, BELGIAN BRANCH Temps plein

    Requisition ID: 34186- Location: BRUXELLES, BE, 1000 Short Term Trader **About US (GEMS)**: ENGIE Global Energy Management & Sales (GEMS) provides energy supply solutions and risk management services to support its clients through their decarbonization journey, while optimizing ENGIE’s assets and contributing to value creation. ENGIE is a global...

  • Financial Risk Specialist

    il y a 1 jour

    Brussels, Belgique ING Temps plein

    **Financial Risk Specialist** **Balance-Sheet Risk/Interest Rate Risk**: **Technical data function****: [Brussels, Marnix] [Possibility of 50 % work from home on the basis of a team agreement] [Function Class - 16] [Function Code - Financial Risk Specialist III] [Work Schedule - Full time] [Sensitive Function: Yes] [Representation costs: No] **Your role...

  • Financial Risk Specialist

    il y a 5 heures

    Brussels, Belgique ING Temps plein

    **Financial Risk Specialist** **Balance-Sheet Risk/Interest Rate Risk**: **Technical data function****: **Brussels, Marnix** **Possibility of 50 % work from home on the basis of a team agreement** **Function Code - Financial Risk Specialist III** **Work Schedule - Full time** **Sensitive Function: Yes** **PCP Function: Not applicable.** **Representation...

  • SAP CTRM Consultant

    il y a 7 jours

    Brussels, Belgique Conexus Temps plein

    Conexus is partnered with a leading Oil & Gas company to source an SAP CTRM Consultant and play a key role in optimizing commodity trading and risk management processes. 6-12 month initial contract | Primarily Remote Working but occasionally on-site in Belgium Key Responsibilities: Implement and optimize SAP CTRM solutions while ensuring seamless...

  • Fx Risk Manager

    il y a 4 semaines

    Brussels, Belgique International Rescue Committee Temps plein

    The International Rescue Committee (IRC) responds to the world’s worst humanitarian crises, helping to restore health, safety, education, economic wellbeing, and power to people devastated by conflict and disaster. Founded in 1933 at the call of Albert Einstein, the IRC is one of the world's largest international humanitarian non-governmental organizations...

  • V.i.e - Green Originator

    il y a 4 semaines

    Brussels, Belgique ENGIE Global Markets S.A.S. Temps plein

    Identifiant de la demande: 34293- Lieu de travail: BRUXELLES, BE, 1000VIE mission for the Green Power Structuring & Origination desk **About US (GEMS)**: ENGIE Global Energy Management & Sales (GEMS) provides energy supply solutions and risk management services to support its clients through their decarbonization journey, while optimizing ENGIE’s assets...

  • Market Risk Analyst

    il y a 6 jours

    Brussels, Belgique Global Energy Management Temps plein

    **About US (GEMS)**: ENGIE Global Energy Management & Sales (GEMS) provides energy supply solutions and risk management services to support its clients through their decarbonization journey, while optimizing ENGIE’s assets and contributing to value creation. ENGIE is a global reference in low-carbon energy and services with a leading energy management...

  • Middle Office Manager

    il y a 4 semaines

    Brussels, Belgique Luminus Temps plein

    Luminus’ Optimisation department wants to proactively leverage its market expertiseto guide Luminus’ strategy & activities in line with Luminus’ mission statement in order to - (1) **increase Luminus’ competitive advantage** in a changing market driven by build-out of renewable energy sources, electrification of demand & introduction of...

  • Quantitative Trader

    il y a 3 semaines

    Brussels, Belgique Keyrock SA Temps plein

    **Keyrock is expanding!** Keyrock was founded in 2017 and has quickly grown from 3 to over 100 people today. As an industry recognized liquidity provider and market maker, Keyrock is a leading European creator of algorithmic trading technology in the digital asset space. With VC backing including Series B funding from Ripple, and a constantly expanding...

  • Structured Power Originator Assistant Vie

    il y a 4 semaines

    Brussels, Belgique ENGIE Global Markets S.A.S. Temps plein

    Identifiant de la demande: 13604- Lieu de travail: BRUXELLES, BE, 1000**Who we are**: ENGIE Global Energy Management & Sales (GEMS) provides energy supply solutions and risk management services to support its clients through their decarbonization journey, while optimizing ENGIE’s assets and contributing to value creation. - ENGIE is a global reference in...

  • Quantitative Trader

    il y a 3 semaines

    Brussels, Belgique Keyrock SA Temps plein

    **Keyrock is expanding!** Keyrock was founded in 2017 and has quickly grown from 3 to around 100 people today. As an industry recognized liquidity provider and market maker, Keyrock is a leading European creator of algorithmic trading technology in the digital asset space. With VC backing including Series B investment from Ripple, constantly expanding...