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For Companies At a Glance
- Tasks: Join our team to drive quantitative model research and support various business lines.
- Company: Intercontinental Exchange is a leading global financial marketplace.
- Benefits: Enjoy competitive pay, flexible working options, and a dynamic work environment.
- Why this job: Be part of innovative projects with direct exposure to diverse financial derivatives.
- 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 make an impact.
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 Years of experience in a related field.
Quantitative Analyst - Intercontinental Exchange employer: Intercontinental Exchange
Contact Detail:
Intercontinental Exchange Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Analyst - Intercontinental Exchange
✨Tip Number 1
Familiarise yourself with the specific quantitative models used in clearing houses. Understanding the intricacies of margin, stress, and collateral management models will give you a significant edge during interviews.
✨Tip Number 2
Brush up on your programming skills, particularly in C++ and Python. Being able to demonstrate your coding abilities through practical examples or projects can set you apart from other candidates.
✨Tip Number 3
Network with professionals in the quantitative finance field, especially those who work with derivatives. Engaging in discussions about current trends and challenges can provide valuable insights and potentially lead to referrals.
✨Tip Number 4
Prepare to articulate complex financial concepts clearly. Practising how to explain your past projects and their impact will help you communicate effectively with senior management during the interview process.
We think you need these skills to ace Quantitative Analyst - Intercontinental Exchange
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your quantitative finance skills, programming experience in C++ and Python, and any relevant projects or work experience. Use specific examples that demonstrate your ability to drive quantitative model research.
Craft a Strong Cover Letter: In your cover letter, express your passion for quantitative finance and detail how your background aligns with the responsibilities of the role. Mention your experience with derivatives and your ability to communicate complex concepts clearly.
Showcase Relevant Projects: If you have worked on projects related to financial derivatives pricing, risk management models, or data analytics, be sure to include these in your application. Highlight your contributions and the outcomes of these projects.
Highlight Soft Skills: Since the role requires interaction with various teams, emphasise your teamwork and communication skills. Provide examples of how you've successfully collaborated with diverse groups in high-pressure situations.
How to prepare for a job interview at Intercontinental Exchange
✨Showcase Your Technical Skills
Make sure to highlight your programming skills in C++ and Python during the interview. Be prepared to discuss specific projects where you've applied these languages, especially in quantitative finance contexts.
✨Demonstrate Your Quantitative Knowledge
Brush up on your understanding of financial derivatives pricing and risk management models. Be ready to explain complex concepts like stochastic calculus and probability theory clearly, as this will be crucial for the role.
✨Prepare for Problem-Solving Questions
Expect to face analytical and problem-solving questions that test your quantitative skills. Practice solving time series analysis problems or case studies related to margin and collateral management models.
✨Communicate Effectively
Since the role involves interacting with various teams, practice articulating complex ideas concisely. Prepare examples of how you've successfully communicated technical information to non-technical stakeholders in the past.
