Senior Financial Engineer - Intercontinental Exchange

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

Job summary

An established industry player is seeking a dynamic Financial Engineer to join their innovative team. This role focuses on developing cutting-edge quantitative solutions for OTC derivatives and exchange-traded options, utilizing advanced techniques in AI and Machine Learning. You will be responsible for designing pricing models, analyzing large datasets, and providing insights to enhance risk management systems. If you are passionate about quantitative research and eager to tackle real-world financial challenges, this opportunity offers a collaborative environment where your skills will make a significant impact.

Qualifications

• Extensive experience in quantitative fields with strong C++ skills.
• Ability to solve business problems using computational techniques.

Responsibilities

• Research and design quantitative solutions for OTC derivatives.
• Utilize AI and Machine Learning for quantitative modeling.

Skills

Quantitative Research

C++ Programming

Machine Learning

Data Analysis

Financial Modeling

Problem Solving

Education

Degree in Math

Degree in Physics

Degree in Finance

Tools

C#

Excel

Python

MATLAB

Job description

Job Description

Job Purpose

Intercontinental Exchange (NYSE:ICE) is a Fortune 500 company operating a leading network of global futures, equity, and equity options exchanges, as well as global clearing and data services across financial and commodity markets.

We prioritize the needs of our customers and global participants, making us a high-growth company dedicated to bringing transparency and risk management to the global derivatives markets. Our team consists of engineers, strategists, and problem-solvers who continually develop and enhance technology to address market structure challenges.

The ICE Data Derivatives business provides market data, valuation, and analytics services across all OTC derivative asset classes to a global customer base.

The candidate will join the Financial Engineer team responsible for researching, implementing, prototyping, and supporting enterprise pricing and risk systems. The primary role involves delivering innovative enterprise financial solutions in a peer-reviewed environment to analyze daily and real-time market information, develop robust pricing models, and provide industry-leading risk systems for exchange-traded and OTC markets.

Responsibilities

• Research and design innovative quantitative solutions tailored for OTC derivatives and exchange-traded options.
• Explore and utilize cutting-edge Artificial Intelligence and Machine Learning techniques for quantitative modeling.
• Design and deploy pricing models and calibration tools for derivatives including Interest Rate, Equity, FX, and Commodity derivatives.
• Provide comprehensive analysis and documentation of methodologies, techniques, and findings.
• Investigate and manage large datasets efficiently.
• Explain model behaviors, conduct scenario analysis, and offer guidance and analytics.

Knowledge and Experience

• Extensive experience in a quantitative field.
• Creative, innovative, and passionate about quantitative research and modeling.
• Hardworking team player, highly self-motivated in learning and applying new techniques.
• Ability to solve real-world business problems using quantitative and computational techniques.
• Proficiency in implementing algorithms across multiple computing environments and languages.
• Strong oral communication and documentation skills.
• Strong C++ programming skills are required.
• Experience working with FX or Equities markets is required.
• Degree or higher in math, physics, finance, or similar quantitative fields is required.
• Strong understanding of financial markets, options, and asset pricing and modeling.
• Additional experience in the financial industry using C#, Excel, Python, MATLAB is advantageous.