Quantitative Analyst

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

Job summary

A global financial services provider in Greater London seeks a candidate to join its Global Quantitative Research team. In this role, you will develop and support quantitative models and systems with a focus on derivatives. The ideal candidate should have an MSc or PhD in a relevant field, experience in financial derivatives pricing, and proficiency in C++ and Python. Strong communication skills and the ability to work collaboratively are essential as you will interact with various teams and stakeholders.

Qualifications

• Strong foundation in financial derivatives pricing and risk management.
• Solid understanding of statistics, especially time series analysis.
• Experience working under pressure and meeting tight deadlines.

Responsibilities

• Build models to price ETD and complex derivatives across all asset classes.
• Drive clearing house margin, stress and collateral management models R&D.
• Interact with risk departments to support existing quantitative models.

Skills

Quantitative finance expertise

Programming proficiency

Mathematical rigor

Communication skills

Education

MSc or PhD in Mathematics, Physics, Quantitative Finance, Statistics

Tools

C++

Python

Job description

Job Purpose

The successful candidate will join ICE’s Global Quantitative Research team, which develops and supports enterprise-level quantitative models and systems. This role focuses on research and development of models for ICE Data Services and Clearing Houses, with direct exposure to interest rate, equity, credit, and commodity derivatives.

The position requires strong quantitative finance expertise, programming proficiency, and mathematical rigor. Effective communication across multidisciplinary teams is essential.

Responsibilities

• Build models to price ETD and complex derivatives across all asset classes.

• Model volatility surface dynamics for liquid and illiquid assets

• Drive clearing house margin, stress and collateral management models R&D.

• Contribute strongly to “hands-on” and ad-hoc requests for development and solutions in time-critical situations.

• Interact with risk departments to provide support for existing clearing house quantitative models.

• Contribute to the core quantitative library used by the organization.

Knowledge and Experience

• MSc or PhD in Mathematics, Physics, Quantitative Finance, Statistics, or a related field.

• Strong foundation in financial derivatives pricing and risk management.

• Proficiency in C++ and Python.

• Solid understanding of statistics, especially time series analysis.

• Experience working under pressure and meeting tight deadlines.

• Ability to work independently and collaboratively within diverse teams.

• Skilled in presenting complex concepts to senior stakeholders.

Preferred Knowledge and Experience

• Advanced C++ expertise.

• Experience in options pricing theory.

• Background in data analytics.