Quantitative Analyst

ING Investment Management is a global organization with over $300 billion of assets under management in 26 countries. IIM Americas has investment operations in Atlanta, Hartford, Minneapolis, New York and Scottsdale as well as Canada, Mexico and South America, and assets under management total approximately $150 billion. We provide assets and relationship management services for institutional, managed account and alternative businesses and manage assets for INGs mutual funds and insurance companies. Our broad array of investment strategies combined with ING Groups distribution capabilities across retail and institutional channels enable us to offer an integrated financial services solutions for all of our clients, both in the U.S. and globally. What are the job responsibilities? Perform all aspects of quantitative research, software development and support of valuation models including execution, back testing and systems implementation. Research traditional anomalies and valuation factors with an emphasis on accounting variables. Develop tools for quantitative construction, optimization and calibration of portfolios including back testing engine, simulations, installation and calibration of optimizers; minimization of trading costs. Creation of user-friendly applications in Excel VBA for portfolio managers. Calculate risk and exposures for equity portfolios using BARRA/APT analysis. Design optimization of turnover and cost reduction strategies using statistical tools. Research and filter time series methodology using R statistical package. Enhance equity portfolios utilizing plain vanilla derivative instruments. Programming skills necessary. Who is our ideal candidate? Masters degree in Statistics, Financial Mathematics, or related quantitative discipline

Minimum of 1 year quantitative experience working with model development & quantitative equity research. Experience must have included building US Equity models; programming in Excel VBA, C/C++, & SQL; working with FACTSET, Bloomberg & IBES databases; working with risk management software BARRA/APT. What else can we tell you? In addition to a competitive salary and bonus plan, we offer: ? Medical and dental coverage for employees, their spouses, children and domestic partners. ? 401K Savings Plan with a dollar for dollar match for the first 6% of eligible pay, multiple investment options, and immediate eligibility and vesting after 4 years. ? Paid Time Off (PTO) bank of days for employees to use for any reason; 20 days in first full year of employment, 23 days beginning in the fifth year of employment. ? Health and dependent care spending accounts available. Company provided life insurance for employees; may purchase additional for self, spouses and children. ? Company holidays based on the NYSE calendar, jury duty, military leave, bereavement and community service time. ? Opportunities for professional growth and much more!

ING is an equal opportunity employer and we are committed to maintaining a diverse workforce. In addition, INGs diversity accolades include the 2008 Catalyst Award, Best Places to work for LGBT Equality since 2006, and 2006 Hispanic Magazines "Hispanic Corporate 100: One hundred companies providing the most opportunities for Hispanics."

Job sites have been another target for scammers. You should know: ? ING will never ask you to pay a fee to become employed. We also provide all equipment to perform your job. ? ING employees are then provided a password-protected site to provide personal information after they begin employment. ? All of our jobs can be viewed at our career web site at http://www.ing-usa.com/us/aboutING/careers/index.htm.

If you feel that you• ve been a victim of fraud, contact: ? Your local law enforcement officials. ? The Federal Trade Commission. (http://www.ftc.gov/bcp/consumer.shtm). ? The web site with the job posting in question.

Please refer to job code 15994BR when responding to this ad.

Category:	Advertising/Marketing/Public Relations
	> Other Advertising
Location:	New York, NY
County:	New York County
ZIP Code:	10001
Pay Rate:	Open
Job Terms:	full time
Company:	ING Groep N.V.
Phone:	email only please
Fax:	email only please