At a Glance
- Tasks: Lead the design of advanced quantitative models for pricing and risk management.
- Company: Join ICE's Global Quantitative Research team, a leader in financial innovation.
- Benefits: Competitive salary, mentorship opportunities, and a collaborative work environment.
- Why this job: Make an impact by developing cutting-edge models and mentoring future talent.
- Qualifications: Master’s or PhD in a relevant field with strong C++ and Python skills.
- Other info: Dynamic role with opportunities for growth in a fast-paced industry.
The predicted salary is between 48000 - 72000 £ per year.
Job Purpose
Join ICE's Global Quantitative Research team to spearhead the design and implementation of advanced quantitative models for pricing, volatility surfaces, and risk management. Leverage your strong background in stochastic calculus and probability theory to develop robust models, and translate them into efficient, production-grade C++ code integrated into our core quantitative library. Collaborate across business lines, including Clearing and Data Services, while mentoring team members and driving innovation.
Responsibilities
- Quantitative Research: Lead research efforts in advanced pricing, volatility, and risk models.
- Model Implementation: Translate sophisticated mathematical models into robust, production-level code—primarily in C++.
- Collaboration: Work across multiple business lines, ensuring models meet both research needs and operational demands.
Knowledge and Experience
- Master’s or PhD degree in Computer Science, Mathematics, Statistics, or a related field.
- Expertise in advanced mathematics (stochastic calculus, probability theory).
- Exceptional quantitative and analytical skills.
- Extensive experience in C++ and Python.
- Strong verbal and written communication skills in English.
Preferred
- Work experience in options pricing theory.
- Work experience in Data Analytics and Machine Learning.
- 3 Years of experience in a related field.
Lead Quantitative Analyst employer: Intercontinental Exchange (ICE)
Contact Detail:
Intercontinental Exchange (ICE) Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Lead Quantitative Analyst
✨Tip Number 1
Network like a pro! Reach out to professionals in the quantitative finance space on LinkedIn or at industry events. A friendly chat can open doors that a CV just can't.
✨Tip Number 2
Show off your skills! Create a portfolio showcasing your C++ projects or any quantitative models you've developed. This gives potential employers a taste of what you can bring to the table.
✨Tip Number 3
Prepare for those interviews! Brush up on your stochastic calculus and probability theory, and be ready to discuss how you've applied these concepts in real-world scenarios. Practice makes perfect!
✨Tip Number 4
Don't forget to apply through our website! We love seeing candidates who are genuinely interested in joining our team. Plus, it helps us keep track of your application more easily.
We think you need these skills to ace Lead Quantitative Analyst
Some tips for your application 🫡
Show Off Your Skills: Make sure to highlight your expertise in stochastic calculus and probability theory. We want to see how your background aligns with the advanced quantitative models we’re looking to develop.
C++ is Key: Since you'll be translating models into production-grade C++ code, don’t forget to showcase your experience with C++. Include specific projects or examples where you’ve successfully implemented complex algorithms.
Collaboration Matters: We value teamwork, so mention any experiences where you've collaborated across different teams or business lines. This will show us that you can work well with others while driving innovation.
Apply Through Our Website: We encourage you to apply directly through our website. It’s the best way for us to receive your application and ensure it gets the attention it deserves!
How to prepare for a job interview at Intercontinental Exchange (ICE)
✨Brush Up on Your Maths
Make sure you're comfortable with stochastic calculus and probability theory. Review key concepts and be ready to discuss how you've applied them in your previous work. This will show your depth of knowledge and confidence in the subject.
✨Showcase Your Coding Skills
Prepare to demonstrate your C++ and Python skills. You might be asked to solve a coding problem or explain how you've implemented models in the past. Practising coding challenges beforehand can really help you shine during this part of the interview.
✨Know the Company and Its Needs
Research ICE and understand their business lines, especially in relation to quantitative research. Be prepared to discuss how your skills can meet their operational demands and contribute to their innovation goals. Tailoring your answers to their specific needs will set you apart.
✨Be Ready to Collaborate
Since collaboration is key in this role, think of examples where you've worked across teams. Highlight your communication skills and how you've mentored others. This will demonstrate that you're not just a technical expert but also a team player who can drive projects forward.