Senior Quant Analyst - Intercontinental Exchange

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

Job summary

An established industry player is seeking a talented quantitative researcher to join their Global Quantitative Research team. This role involves driving quantitative model research for clearing houses while collaborating with various business lines. Candidates should possess strong programming skills in C++ and Python, alongside a solid foundation in quantitative finance and risk management. The position offers the opportunity to work on complex financial derivatives and contribute to the development of innovative models. With a flexible work-from-home policy, this role is perfect for those looking to make a significant impact in a dynamic environment.

Qualifications

• Strong background in programming, stochastic calculus, and probability theory preferred.
• 2+ years of experience in quantitative finance with proven record in model design.

Responsibilities

• Drive clearing house margin, stress, and collateral management models R&D.
• Build models to price ETD derivatives across all asset classes.
• Interact with technology groups for production implementation design.

Skills

Quantitative Finance

Programming (C++)

Programming (Python)

Mathematical Knowledge

Analytical Skills

Problem-Solving Skills

Attention to Detail

Education

PhD in Physics, Mathematics, Quantitative Finance, or Statistics

MSc in Physics, Mathematics, Quantitative Finance, or Statistics

Tools

Statistical Analysis

Data Analytics

Machine Learning

Job description

Job Purpose

The selected candidate will join the Global Quantitative Research team at ICE which designs, implements, and supports enterprise quantitative models and systems.

The primary responsibility of this position will be to drive all quantitative model research related items in the Clearing Houses while supporting other business lines at ICE (Exchange, Data Services, etc.).

This job requires strong quantitative finance skills, a passion to see projects succeed and a strong attention to detail. It requires programming skills as well as mathematical knowledge. This role will interact with various teams of different backgrounds and expertise, so the ability to communicate clearly and concisely is a must. This role will have direct exposure to interest rate derivatives, equity derivatives, credit derivatives and commodity derivatives.

A strong background in programming, stochastic calculus and probability theory is preferred.

Responsibilities

• Drive clearing house margin, stress and collateral management models R&D.
• Define business requirements and specifications for model upgrades and enhancements.
• Build models to price ETD derivatives across all asset classes.
• Model volatility surface dynamics for liquid and illiquid assets.
• Model specific risks such as concentration charges and wrong way risk.
• 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.
• Interact with technology groups for production implementation design.
• Contribute to the core quantitative library used by the organization.

Knowledge and Experience

• PhD or MSc in Physics, Mathematics, Quantitative Finance, Statistics, or a relevant scientific field.
• Strong mathematical knowledge of financial derivatives pricing and risk management models.
• Excellent quantitative, analytical and problem-solving skills with solid knowledge of statistics, particularly time series analysis.
• Strong C++ and Python required.
• Capable of working under pressure within a diverse team to accommodate tight deadlines.
• Great attention to detail with ability to work independently and as part of a team.
• Capable to articulate complex concepts to senior management on a regular basis.
• 2+ years of work experience in quantitative finance fields from financial institutions, with proven record designing or implementing quantitative finance models preferred.

Preferred

• Strong C++ knowledge.
• Work experience in options pricing theory.
• Work experience in Data Analytics and Machine Learning.
• 1 Year of experience in a related field.

Schedule

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

Job Overview

ID: 1400528

Date Posted: Posted 1 day ago

Expiration Date: 28/04/2025

Location: London

Competitive