Lead Quantitative Analyst

Intercontinental Exchange (ICE); Greater London; On-site; GBP 60,000 - 80,000; Full time

Job summary

A leading financial trading platform in Greater London seeks a Quantitative Researcher to spearhead the design of advanced models for pricing and risk management. The ideal candidate should have a Master’s or PhD in a relevant field, expertise in stochastic calculus and C++, and possess strong communication skills. This full-time position involves collaborating across multiple business lines while mentoring team members and driving innovation in quantitative modeling.

Qualifications

• Master's or PhD degree in a relevant field.
• Experience in stochastic calculus and probability theory.
• Extensive experience in coding, especially with C++ and Python.

Responsibilities

• Lead research efforts in pricing, volatility, and risk models.
• Implement sophisticated mathematical models into production-level code.
• Collaborate with different business lines to meet operational demands.

Skills

Stochastic calculus

Probability theory

C++

Python

Quantitative analysis

Education

Master’s or PhD degree in Computer Science

Master’s or PhD degree in Mathematics

Master’s or PhD degree in Statistics

Job description

Job Description

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,, 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

• Work experience in options pricing theory
• Work experience in Data Analytics and Machine Learning
• 3 Years of experience in a related field.