Senior Quantitative Analyst

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

Job summary

Join a forward-thinking company as a Quantitative Research Analyst, where you will drive innovative model research in a dynamic team environment. This role demands strong programming skills and a solid foundation in quantitative finance, providing you with the opportunity to engage with complex financial derivatives. You will contribute to critical projects that influence various business lines, ensuring your analytical prowess and attention to detail shine. If you are passionate about quantitative analysis and thrive under pressure, this is the perfect opportunity to elevate your career in finance.

Qualifications

• PhD or MSc in Physics, Mathematics, Quantitative Finance, or Statistics.
• 2+ years of experience in quantitative finance with proven model design.

Responsibilities

• Drive clearing house margin and collateral management models R&D.
• Build models to price ETD derivatives across all asset classes.
• Interact with risk departments and technology groups for model support.

Skills

Quantitative Finance

C++

Python

Stochastic Calculus

Probability Theory

Statistical Analysis

Time Series Analysis

Analytical Skills

Problem-Solving

Education

PhD in Physics

MSc in Mathematics

MSc in Quantitative Finance

MSc in Statistics

Job description

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 Years of experience in a related field.