At a Glance
- Tasks: Lead the design of advanced quantitative models and implement them in C++.
- Company: Join ICE's innovative Global Quantitative Research team.
- Benefits: Competitive salary, mentorship opportunities, and a collaborative work environment.
- Why this job: Make an impact by driving innovation in pricing and risk management.
- Qualifications: Master's or PhD in a relevant field with strong C++ and Python skills.
- Other info: Opportunity to collaborate across business lines and mentor team members.
The predicted salary is between 36000 - 60000 £ per year.
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, Exchange, 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.
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.
- Work experience in options pricing theory
- Work experience in Data Analytics and Machine Learning
- 3 Years of experience in a related field.
Preferred
#J-18808-Ljbffr
Lead Quantitative Analyst employer: Intercontinental Exchange
Contact Detail:
Intercontinental Exchange 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 interviews by brushing up on your technical knowledge and problem-solving skills. Practice coding challenges and be ready to discuss your thought process during model implementation.
✨Tip Number 4
Don't forget to apply through our website! We love seeing candidates who are genuinely interested in joining our team, so make sure to submit your application directly for the best chance at landing that role.
We think you need these skills to ace Lead Quantitative Analyst
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your experience in quantitative analysis and programming, especially in C++ and Python. We want to see how your skills align with the role, so don’t be shy about showcasing relevant projects or research.
Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you’re passionate about quantitative research and how your background in stochastic calculus and probability theory makes you a perfect fit for our team. Keep it engaging and personal!
Showcase Collaboration Skills: Since this role involves working across various business lines, highlight any past experiences where you collaborated with different teams. We love seeing how you can bring people together to drive innovation and achieve common goals.
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 gives you a chance to explore more about our company culture!
How to prepare for a job interview at Intercontinental Exchange
✨Brush Up on Your Maths
Given the focus on advanced quantitative models, make sure you’re well-versed in stochastic calculus and probability theory. Review key concepts and be ready to discuss how you've applied them in past projects.
✨Showcase Your Coding Skills
Since you'll be translating models into C++ code, prepare to demonstrate your coding abilities. Bring examples of your previous work or even be ready for a live coding challenge. Practice explaining your thought process as you code.
✨Prepare for Collaboration Questions
Collaboration is key in this role, so think of examples where you've worked across teams. Be ready to discuss how you’ve communicated complex ideas to non-technical stakeholders and how you’ve mentored others.
✨Stay Current with Industry Trends
Research the latest trends in quantitative finance, options pricing, and machine learning. Being able to discuss recent developments will show your passion for the field and your commitment to driving innovation.