Quantitative Analyst, Quantitative Research

ICE Clear Europe Limited; Atlanta (GA); On-site; USD 80,000 - 110,000; Full time

Job summary

ICE Clear Europe Limited is seeking a Quantitative Analyst to join the Quant Group in Atlanta, Georgia. This role involves designing and developing quantitative model analytics frameworks, interacting with various departments, and providing strategic recommendations based on model research.

The successful candidate must possess a Master’s Degree in a quantitative field and be proficient in Python and SQL. Strong analytical and communication skills are essential for this role, which operates in a fast-paced financial environment.

Qualifications

• Master’s Degree or above in quantitative fields.
• Proficiency in Python and SQL.
• Understanding of stochastic processes and probability theory.
• Strong analytical skills and attention to detail.
• Strong communication skills in English.

Responsibilities

• Design and develop quantitative model analytics frameworks.
• Create test data sets and portfolio strategies.
• Investigate model behavior and root cause analysis.
• Analyze large data sets including prices and market data.
• Develop and support in-house quantitative R&D platform.

Skills

Python

SQL

Object-oriented programming

Data Analytics

Stochastic process

Probability theory

Numerical methods

Communication skills

Education

Master’s Degree or above in math, finance, physics, statistics, computer science

Tools

C++

Job description

Job Description

The Quantitative Analyst will join the Quant Group which designs, implements, and supports enterprise quantitative models and systems. The primary role for this position will be to provide model research, development, and strategic recommendations to solve practical problems in the financial industry. The candidate for this job must have the ability to work in a fast-paced environment, formulate and articulate solutions and defend assumptions. This role requires frequent interaction with Quant Research, Data Analytics, Risk Management, Technology Development and Senior Management.

Responsibilities

• Design and develop quantitative model analytics frameworks to assess model usage and performance.
• Create relevant test data sets, and portfolio strategies to be submitted to the model validators and regulators.
• Investigate model behavior, carry out root cause analysis, and give model improvement suggestions.
• Provide documentation of methods, techniques, results, and analysis.
• Analyze large data sets, including positions, prices, and other market/liquidity data.
• Research and design innovative quantitative solutions for stakeholders.
• Develop and support in-house quantitative R&D platform and analytics tools to automate model testing, analysis, and visualization.

Knowledge and Experience

• Master’s Degree or above in math, quantitative finance, physics, statistics, computer science or similar quantitative fields.
• Proficiency in Python, SQL, and object-oriented programming.
• Advanced knowledge in math (stochastic process, probability theory, numerical methods).
• Ability to work in a high-performance, high-velocity environment.
• Strong analytical and organizational skills with acute attention to detail.
• Strong communication skills in both verbal and written English.

Preferred

• Strong knowledge of Python, SQL, and C++.
• Strong knowledge in object-oriented programming.
• Work experience in Options Pricing Theory.
• Work experience in Data Analytics.