Senior Quant Analyst - Intercontinental Exchange

Intercontinental Exchange; London; On-site; GBP 60,000 - 80,000; Full time

Job summary

A leading financial organization in London is seeking a quantitative model developer to join their Global Quantitative Research Group. The successful candidate will engage in designing and supporting sophisticated quantitative models, working with various derivatives. Ideal candidates will have a strong educational background in quantitative fields and be proficient in programming, particularly Python and SQL, combined with excellent analytical skills.

Qualifications

• Extensive experience in quantitative finance with a proven record in model design or implementation.
• Strong mathematical knowledge of financial derivatives pricing and risk management is preferred.

Responsibilities

• Lead model R&D for clearing house margin and collateral management.
• Develop risk solutions across various products and asset classes.
• Document and present risk models to stakeholders.

Skills

Quantitative skills

Analytical skills

Problem-solving

Communication

Attention to detail

Programming (Python, SQL)

Education

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

Tools

Python

SQL

C++

Job description

Job Purpose

The selected candidate will join the Global Quantitative Research Group 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 related items in the Clearing Houses while supporting other business lines at ICE (Exchange, Data Services, etc.). Within the Global Quantitative Research Group, this role sits at the intersection of data, analytics, and model development. This job requires strong quantitative skills, a passion to see projects succeed and a strong attention to detail. It also 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, derivatives pricing and 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.
• Perform risk analysis and develop risk solutions for various products across all asset classes.
• Develop and support in-house quantitative R&D platform and analytics tools
• Contribute strongly to hands-on" and ad-hoc requests for development and solutions in time-critical situations.
• Document and present risk models and risk reports for clearing members, regulators, risk committees and boards.
• Interact with risk departments to provide support for existing clearing house quantitative models.
• Interact with technology groups for production implementation design.

Job Purpose

The selected candidate will join the Global Quantitative Research Group 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 related items in the Clearing Houses while supporting other business lines at ICE (Exchange, Data Services, etc.). Within the Global Quantitative Research Group, this role sits at the intersection of data, analytics, and model development. This job requires strong quantitative skills, a passion to see projects succeed and a strong attention to detail. It also 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, derivatives pricing and 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.
• Perform risk analysis and develop risk solutions for various products across all asset classes.
• Develop and support in-house quantitative R&D platform and analytics tools
• Contribute strongly to hands-on" and ad-hoc requests for development and solutions in time-critical situations.
• Document and present risk models and risk reports for clearing members, regulators, risk committees and boards.
• Interact with risk departments to provide support for existing clearing house quantitative models.
• Interact with technology groups for production implementation design.

Knowledge and Experience

• PhD or MSc in Physics, Mathematics, Quantitative Finance, Statistics, or a relevant scientific field.
• Extensive experience in quantitative finance fields from financial institutions, with proven record designing or implementing quantitative finance models.
• Excellent quantitative, analytical and problem-solving skills with solid knowledge of statistics.
• Working knowledge in Python and SQL required. Experience with C++ and object-oriented programming preferred.
• 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.
• Excellent oral and written communication skills. Capable to articulate complex concepts to senior management on a regular basis.
• Strong mathematical knowledge of financial derivatives pricing and risk management models preferred.

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Job Overview

ID:

1574843

Date Posted:

Posted 2 weeks ago

Expiration Date:

19/07/2025

Location:

London

Competitive

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