Find a job 
Featured Companies 
Featured Universities 
For Companies At a Glance
- Tasks: Drive quantitative model research and support various business lines at ICE.
- Company: Join the Global Quantitative Research team at ICE, a leader in financial markets.
- Benefits: Enjoy work-from-home flexibility one day a week and collaborate with diverse teams.
- Why this job: Engage in impactful projects with direct exposure to derivatives and cutting-edge quantitative models.
- Qualifications: PhD or MSc in relevant fields; strong programming skills in C++ and Python required.
- Other info: Ideal for those passionate about quantitative finance and eager to tackle complex challenges.
The predicted salary is between 43200 - 72000 £ per year.
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 year of experience in a related field.
Schedule
This role offers work from home flexibility of one day per week.
#J-18808-Ljbffr
Senior Quantitative Analyst employer: Intercontinental Exchange
Contact Detail:
Intercontinental Exchange Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Senior Quantitative Analyst
✨Tip Number 1
Make sure to showcase your programming skills, especially in C++ and Python, during the interview. Be prepared to discuss specific projects where you've applied these languages in quantitative finance.
✨Tip Number 2
Brush up on your knowledge of financial derivatives pricing and risk management models. Being able to articulate complex concepts clearly will be crucial, so practice explaining these topics in simple terms.
✨Tip Number 3
Highlight any experience you have with stochastic calculus and probability theory. Prepare examples of how you've used these concepts in past roles to solve real-world problems.
✨Tip Number 4
Since this role involves collaboration with various teams, think of instances where you've successfully worked in diverse groups. Be ready to share how you communicated complex ideas effectively to different stakeholders.
We think you need these skills to ace Senior Quantitative Analyst
Some tips for your application 🫡
Understand the Role: Make sure to thoroughly read the job description for the Senior Quantitative Analyst position. Understand the key responsibilities and required skills, especially in quantitative finance, programming, and communication.
Highlight Relevant Experience: In your CV and cover letter, emphasize your experience in quantitative finance, particularly any work related to derivatives pricing, risk management models, and programming in C++ and Python. Use specific examples to demonstrate your expertise.
Showcase Your Skills: Clearly outline your mathematical knowledge and analytical skills. Mention any relevant projects or research you have conducted, especially those involving stochastic calculus, probability theory, or data analytics.
Tailor Your Application: Customize your application materials to reflect the specific requirements of the job. Use keywords from the job description to ensure your application stands out and aligns with what the company is looking for.
How to prepare for a job interview at Intercontinental Exchange
✨Showcase Your Quantitative Skills
Be prepared to discuss your experience with quantitative finance, particularly in areas like derivatives pricing and risk management. Highlight specific projects where you've successfully applied your mathematical knowledge and programming skills.
✨Demonstrate Programming Proficiency
Since strong C++ and Python skills are essential for this role, be ready to provide examples of how you've used these languages in past projects. Consider discussing any relevant algorithms or models you've developed.
✨Communicate Clearly
This position requires clear communication with various teams. Practice articulating complex concepts in a straightforward manner, as you may need to explain technical details to non-technical stakeholders.
✨Prepare for Technical Questions
Expect technical questions related to stochastic calculus, probability theory, and time series analysis. Brush up on these topics and be ready to solve problems or explain concepts during the interview.
