Quantitative Engineer at ING
FX Swap Market Data Publisher
Building the FX swap market data publishing infrastructure at ING, one of Europe's largest financial institutions. The system computes and publishes real-time FX swap prices that are consumed by traders, risk managers, and downstream systems across ING's global operations. This involves complex curve construction, interpolation, and real-time recalibration as market conditions change.
Real-Time Prices to Reuters
Responsible for the Reuters integration that publishes ING's FX swap prices to the global financial data network. When traders and institutions worldwide view ING's FX swap quotes on their Reuters terminals, those prices flow through the infrastructure I build and maintain. This is a critical, highly visible system where accuracy and uptime are non-negotiable.
Scale & Responsibility
ING manages approximately EUR 85 billion in assets and operates in 40 countries worldwide. The FX swap market data infrastructure serves ING's Financial Markets division, providing the pricing backbone for one of the bank's core trading activities. The system must handle multiple currency pairs, tenor points, and market regimes while maintaining strict latency and accuracy requirements.
Technologies
- Java, Kotlin for core pricing infrastructure
- Reuters/Refinitiv APIs for market data publication
- FX swap curve construction and calibration
- Real-time streaming data pipelines
- Spring Boot, Kubernetes for service infrastructure