Lead Quantitative Analyst | London, UK

Intercontinental Exchange; London; On-site; GBP 60,000 - 100,000; Full time

Job summary

An established industry player is seeking a talented Quantitative Research Lead to innovate and implement advanced quantitative models for pricing and risk management. This role requires a strong foundation in stochastic calculus and probability theory, as well as proficiency in C++ and Python. You will lead research efforts, mentor team members, and collaborate across multiple business lines to ensure that models are robust and meet operational requirements. Join a forward-thinking team where your contributions will drive significant advancements in quantitative research and modeling.

Qualifications

• Master's or PhD in relevant fields required.
• Expertise in advanced mathematics and programming languages.

Responsibilities

• Lead research in pricing, volatility, and risk models.
• Convert mathematical models into production-level C++ code.
• Collaborate across business lines to meet operational needs.

Skills

Stochastic Calculus

Probability Theory

C++

Python

Quantitative Analysis

Communication Skills

Education

Master's or PhD in Computer Science

Master's or PhD in Mathematics

Master's or PhD in Statistics

Job description

Job Purpose

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

Utilize 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 fostering innovation.

Responsibilities

1. Quantitative Research: Lead research efforts in advanced pricing, volatility, and risk models.
2. Model Implementation: Convert sophisticated mathematical models into reliable, production-level code, primarily in C++.
3. Collaboration: Work with multiple business lines to ensure models meet research and operational needs.

Knowledge and Experience

• Master's or PhD in Computer Science, Mathematics, Statistics, or related fields.
• Expertise in advanced mathematics such as stochastic calculus and probability theory.
• Exceptional quantitative and analytical skills.
• Extensive experience with C++ and Python.
• Strong verbal and written communication skills in English.

Preferred

• Experience in options pricing theory.
• Experience in Data Analytics and Machine Learning.
• Minimum of 3 years of related industry experience.