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- Tasks: Lead the design and implementation of advanced quantitative models for pricing and risk management.
- Company: Join ICE's Global Quantitative Research team, a leader in financial markets.
- Benefits: Enjoy work-from-home flexibility one day a week and collaborate with diverse teams.
- Why this job: Drive innovation in quantitative research while mentoring others and making an impact.
- Qualifications: Master’s or PhD in a relevant field with expertise in C++ and advanced mathematics.
- Other info: Ideal for those with experience in options pricing and data analytics.
The predicted salary is between 54000 - 84000 £ per year.
Job Description
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, 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.
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.
Schedule
This role offers work from home flexibility of one day per week.
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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
Make sure to showcase your expertise in stochastic calculus and probability theory during the interview. Prepare specific examples of how you've applied these concepts in previous projects, as this will demonstrate your ability to lead research efforts effectively.
✨Tip Number 2
Since collaboration is key in this role, be ready to discuss your experience working across different business lines. Highlight any past projects where you successfully collaborated with teams from various departments, as this will show your ability to integrate models into operational demands.
✨Tip Number 3
Prepare to talk about your coding skills, especially in C++ and Python. Consider discussing a specific project where you translated complex mathematical models into production-grade code, as this will illustrate your technical proficiency and problem-solving abilities.
✨Tip Number 4
If you have experience in options pricing theory or machine learning, make sure to bring it up during your discussions. These areas are preferred qualifications, and demonstrating your knowledge can set you apart from other candidates.
We think you need these skills to ace Lead Quantitative Analyst
Some tips for your application 🫡
Highlight Your Technical Skills: Make sure to emphasize your expertise in stochastic calculus, probability theory, and programming languages like C++ and Python. Provide specific examples of how you've applied these skills in previous roles.
Showcase Your Research Experience: Detail any past research projects related to quantitative modeling, pricing, or risk management. Explain your role in these projects and the impact of your contributions.
Demonstrate Collaboration Abilities: Since the role involves working across multiple business lines, include examples of successful collaborations in your application. Highlight how you’ve worked with different teams to achieve common goals.
Craft a Strong Cover Letter: Use your cover letter to connect your background and experiences directly to the job description. Mention your passion for quantitative research and how you can drive innovation within ICE's Global Quantitative Research team.
How to prepare for a job interview at Intercontinental Exchange
✨Showcase Your Technical Skills
Be prepared to discuss your expertise in stochastic calculus and probability theory. Highlight specific projects where you've applied these concepts, especially in C++ coding, as this will demonstrate your ability to translate complex models into production-grade code.
✨Demonstrate Collaboration Experience
Since the role involves working across multiple business lines, share examples of past collaborations. Discuss how you effectively communicated with different teams and ensured that your models met both research and operational needs.
✨Prepare for Problem-Solving Questions
Expect technical questions that assess your quantitative and analytical skills. Practice solving problems related to options pricing theory or risk management, as these are likely to come up during the interview.
✨Communicate Clearly and Confidently
Strong verbal and written communication skills are essential. Practice explaining complex concepts in simple terms, as this will help you convey your ideas effectively to the interviewers.
