Senior Quant Engineer - Exotic Pricing & AI Risk Analytics

Intercontinental Exchange Holdings, Inc.; Greater London; On-site; GBP 90,000 - 150,000; Full time

Job summary

Intercontinental Exchange in London seeks a Financial Engineer to develop volatility models and exotic pricers used by front-office traders. You will fit implied volatility smiles for Equity and FX and enhance prices and risks with robust numerical methods.

Work includes AI-accelerated risk analytics, model validation and clear communication with traders, risk managers and developers across teams.

Qualifications

• Proven experience as a quant in derivatives pricing or modelling.
• Strong knowledge of option pricing theory, stochastic calculus and volatility modelling.
• Hands-on experience calibrating volatility surfaces and building or validating exotic option pricers.
• Solid grasp of numerical methods: Monte Carlo, finite-difference/PDE, optimisation and interpolation.
• Proficiency with AI coding assistants and agentic tools, with a track record of faster delivery while maintaining rigour.

Responsibilities

• Volatility Modelling and Smile Calibration
• Exotics Pricing and Risk
• Next-Generation Risk Analytics
• AI-Accelerated Development
• Research and Documentation
• Large-Scale Data Analysis
• Model Interpretation and Client Guidance

Skills

Python

C++

Education

Master's or PhD in Mathematics/Physics/Financial Engineering/Computer Science or a related quantitative field

Job description

Intercontinental Exchange in London seeks a Financial Engineer to develop volatility models and exotic pricers used by front-office traders. You will fit implied volatility smiles for Equity and FX and enhance prices and risks with robust numerical methods.

Work includes AI-accelerated risk analytics, model validation and clear communication with traders, risk managers and developers across teams.