In this role you will be responsible to document, maintain, and support our existing suite of asset pricing models.... These cover Equity Models, Volatility Surface construction, Options Pricing, Interest Rate models, FX models, CDS pricing...
performance monitoring. Supporting research, improve existing pricing models, and productionalization. Addressing model... stochastic calculus, measure theory, etc., financial mathematics, and numerical methods is required. Strong working knowledge...
, in Competitive Pricing area, we have ING Pricing Architecture (IPA) asset, which consists of multiple components that enable real... on the derivative product portfolio of Financial Markets (interest rates, credits, foreign exchange). This asset is in the...
, in Competitive Pricing area, we have ING Pricing Architecture (IPA) asset, which consists of multiple components that enable real... on the derivative product portfolio of Financial Markets (interest rates, credits, foreign exchange). This asset is in the...
, in Competitive Pricing area, we have ING Pricing Architecture (IPA) asset, which consists of multiple components that enable real... on the derivative product portfolio of Financial Markets (interest rates, credits, foreign exchange). This asset is in the...