At a Glance
- Tasks: Develop and support quantitative models for diverse financial derivatives.
- Company: Join a leading global financial services firm with a focus on innovation.
- Benefits: Competitive salary, flexible working hours, and opportunities for professional growth.
- Why this job: Make an impact in finance by working on cutting-edge quantitative research.
- Qualifications: MSc or PhD in a quantitative field and programming skills in C++ and Python.
- Other info: Collaborative environment with exposure to senior stakeholders and diverse teams.
The predicted salary is between 36000 - 60000 £ per year.
The successful candidate will join ICE’s Global Quantitative Research team, which develops and supports enterprise-level quantitative models and systems. This role focuses on research and development of models for ICE Data Services and Clearing Houses, with direct exposure to interest rate, equity, credit, and commodity derivatives. The position requires strong quantitative finance expertise, programming proficiency, and mathematical rigor. Effective communication across multidisciplinary teams is essential.
Responsibilities
- Build models to price ETD and complex derivatives across all asset classes.
- Model volatility surface dynamics for liquid and illiquid assets.
- Drive clearing house margin, stress and collateral management models R&D.
- 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.
- Contribute to the core quantitative library used by the organization.
Knowledge and Experience
- MSc or PhD in Mathematics, Physics, Quantitative Finance, Statistics, or a related field.
- Strong foundation in financial derivatives pricing and risk management.
- Proficiency in C++ and Python.
- Solid understanding of statistics, especially time series analysis.
- Experience working under pressure and meeting tight deadlines.
- Ability to work independently and collaboratively within diverse teams.
- Skilled in presenting complex concepts to senior stakeholders.
Preferred Knowledge and Experience
- Advanced C++ expertise.
- Experience in options pricing theory.
- Background in data analytics.
Quantitative Analyst employer: Intercontinental Exchange (ICE)
Contact Detail:
Intercontinental Exchange (ICE) Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Analyst
✨Tip Number 1
Network like a pro! Reach out to professionals in the quantitative finance field on LinkedIn or at industry events. We can’t stress enough how valuable personal connections can be in landing that dream role.
✨Tip Number 2
Show off your skills! Create a portfolio showcasing your quantitative models and programming projects. This is your chance to demonstrate your expertise in C++ and Python, so make it shine!
✨Tip Number 3
Prepare for those interviews! Brush up on your knowledge of financial derivatives pricing and risk management. We recommend practising common interview questions and even doing mock interviews with friends or mentors.
✨Tip Number 4
Apply through our website! It’s the best way to ensure your application gets noticed. Plus, we love seeing candidates who are proactive about their job search. Don’t miss out on this opportunity!
We think you need these skills to ace Quantitative Analyst
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your quantitative finance expertise and programming skills. We want to see how your background in mathematics or statistics aligns with the role, so don’t hold back on showcasing relevant projects or experiences!
Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you’re passionate about quantitative analysis and how your skills can contribute to our team. Keep it concise but impactful – we love a good story!
Showcase Your Technical Skills: Since programming proficiency is key for this role, make sure to mention your experience with C++ and Python. If you’ve worked on any relevant projects or models, give us the details – we’re keen to see your hands-on experience!
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 ensures you’re considered for the role. Plus, it’s super easy – just follow the prompts!
How to prepare for a job interview at Intercontinental Exchange (ICE)
✨Know Your Models
Make sure you’re well-versed in the quantitative models relevant to the role. Brush up on pricing ETD and complex derivatives, and be ready to discuss how you would approach modelling volatility surfaces. This shows your technical expertise and readiness to contribute.
✨Showcase Your Programming Skills
Since proficiency in C++ and Python is crucial, prepare to demonstrate your coding skills. You might be asked to solve a problem on the spot, so practice coding challenges beforehand. Being able to articulate your thought process while coding can really impress the interviewers.
✨Communicate Effectively
This role requires interaction with multidisciplinary teams, so practice explaining complex concepts in simple terms. Prepare examples of how you've successfully communicated technical information to non-technical stakeholders in the past. This will highlight your ability to bridge gaps between teams.
✨Prepare for Pressure
Given the fast-paced nature of the job, be ready to discuss how you handle tight deadlines and high-pressure situations. Share specific examples from your past experiences where you successfully managed stress and delivered results. This will show that you can thrive in their dynamic environment.