Senior Financial Engineer | London, UK

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

Job summary

An established industry player is seeking a talented Financial Engineer to join their innovative team. This role focuses on delivering cutting-edge financial solutions and involves researching and designing quantitative models for OTC derivatives and exchange-traded options. You will leverage advanced techniques in AI and machine learning to solve complex market challenges, ensuring robust pricing and risk management systems. If you're passionate about quantitative research and eager to make a significant impact in the financial sector, this is an exciting opportunity to grow your career in a dynamic environment.

Qualifications

• Extensive experience in quantitative fields and financial modeling.
• Strong C++ programming skills and understanding of financial markets.

Responsibilities

• Research and design innovative quantitative solutions for OTC derivatives.
• Explore AI and ML techniques for quantitative modeling purposes.

Skills

Quantitative Research

C++ Programming

Artificial Intelligence

Machine Learning

Data Analysis

Problem Solving

Education

Degree in Math

Degree in Physics

Degree in Finance

Tools

C#

EXCEL

Python

MATLAB

Job description

Job Purpose

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

By putting the needs of our customers and global participants first, we are a high-growth company that started by bringing transparency and risk management to the global derivatives markets. We're engineers, strategists and problem-solvers who continually create and improve technology that solves market structure challenges on behalf of the industry.

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 that research, implements, prototypes, and supports enterprise pricing and risk systems. The primary role for this position will be to deliver innovative enterprise financial solutions in a peer reviewed environment to analyze daily and real-time market information, generate robust pricing models, and deliver industry leading risk systems for exchange traded and over-the-counter markets.

Responsibilities

• Research and design innovative quantitative solutions tailored for OTC derivatives and exchanged traded options.
• Explore and leverage cutting-edge Artificial Intelligence and Machine Learning techniques for quantitative modeling purposes.
• Design and deploy pricing models and calibration tools for a spectrum of derivatives including Interest Rate, Equity, FX, and Commodity derivatives.
• Furnish comprehensive analysis and documentation elucidating methodologies, techniques, and discoveries.
• Investigate and manage large data sets.
• Explain model behavior, carry out scenario analysis, provide guidance and analytics.

Knowledge and Experience

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

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