Lead Quantitative Analyst

ICE Clear Europe Limited; United Kingdom; Remote; GBP 60,000 - 100,000; Full time

Job summary

An established industry player is seeking a talented quantitative researcher to join their Global Research team. This exciting role involves designing and implementing cutting-edge quantitative models for pricing and risk management. You will leverage your expertise in stochastic calculus and probability theory, translating complex models into efficient C++ code. Collaborate with various business lines, mentor team members, and drive innovation in a dynamic environment. If you are passionate about quantitative research and want to make a significant impact, this opportunity is perfect for you.

Qualifications

• Strong background in stochastic calculus and probability theory is essential.
• Experience in C++ and Python for model implementation.

Responsibilities

• Lead research in advanced pricing, volatility, and risk models.
• Translate mathematical models into production-level C++ code.

Skills

Stochastic Calculus

Probability Theory

Quantitative Analysis

Communication Skills

Education

Master’s or PhD in Computer Science

Master’s or PhD in Mathematics

Master’s or PhD in Statistics

Tools

C++

Python

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, Exchange, and Data Services, while mentoring team members and driving innovation.

Responsibilities

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

Knowledge and Experience

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

Preferred

1. Work experience in options pricing theory.
2. Work experience in Data Analytics and Machine Learning.
3. 3 years of experience in a related field.

Schedule

This role offers work from home flexibility of one day per week.