Senior Quantitative Analyst, Global Quantitative Research | London, UK

Intercontinental Exchange; London; On-site; GBP 70,000 - 100,000; Full time

Job summary

A leading company in financial markets is seeking a Senior Quantitative Analyst to join its Global Quantitative Research Group. This role is crucial for driving the development of quantitative models related to Clearing Houses and requires strong programming skills along with expertise in quantitative finance, communication, and teamwork.

Qualifications

• PhD or MSc in a relevant scientific field.
• Extensive quantitative finance experience.
• Strong mathematical knowledge of financial derivatives pricing.

Responsibilities

• Drive clearing house margin, stress and collateral management models R&D.
• Define business requirements for model upgrades.
• Perform risk analysis and develop risk solutions.

Skills

Quantitative Skills

Programming

Analytical Skills

Communication

Education

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

Tools

Python

SQL

C++

Job description

Senior Quantitative Analyst, Global Quantitative Research

Senior Quantitative Analyst, Global Quantitative Research

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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