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Lead Quantitative Analyst | London, UK

Intercontinental Exchange

London

On-site

GBP 125,000 - 150,000

Full time

30+ days ago

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Join a forward-thinking company as a Lead Quantitative Analyst, where you will spearhead the design and implementation of advanced quantitative models. This exciting role involves leveraging your expertise in stochastic calculus and probability theory to develop robust pricing and risk management models. You will translate these models into efficient C++ code, ensuring they meet both research and operational needs. Collaborating across various business lines, you will mentor team members and drive innovation in a dynamic environment. If you're passionate about quantitative research and eager to make an impact, this opportunity is perfect for you.

Master's or PhD in a quantitative field with strong mathematical skills.
Extensive experience in C++ and Python for model implementation.

Lead research in advanced pricing and risk models.
Translate mathematical models into production-level C++ code.
Collaborate across business lines to meet operational demands.

Stochastic Calculus

Probability Theory

Quantitative Analysis

Analytical Skills

C++

Python

Communication Skills

Master's Degree in Computer Science

PhD in Mathematics

Degree in Statistics

Lead Quantitative Analyst

Intercontinental Exchange London, United Kingdom Apply now

Posted 6 days ago Hybrid Job Permanent Competitive

Job Purpose

Join ICE's Global Quantitative Research team to spearhead the design and implementation of advanced quantitative models for pricing, volatility surfaces, and risk management.

Leverage your strong background in stochastic calculus and probability theory to develop robust models, and translate them into efficient, production-grade C++ code integrated into our core quantitative library.

Collaborate across business lines, including Clearing, Exchange, and Data Services, while mentoring team members and driving innovation.

Responsibilities

Quantitative Research: Lead research efforts in advanced pricing, volatility, and risk models.
Model Implementation: Translate sophisticated mathematical models into robust, production-level code-primarily in C++.
Collaboration: Work across multiple business lines, ensuring models meet both research needs and operational demands.

Knowledge and Experience

Master's or PhD degree in Computer Science, Mathematics, Statistics, or a related field.
Expertise in advanced mathematics (stochastic calculus, probability theory).
Exceptional quantitative and analytical skills.
Extensive experience in C++ and Python.
Strong verbal and written communication skills in English.

Preferred