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.
- Other info: Ideal for those passionate about quantitative finance and eager to make an impact.
- 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.
The predicted salary is between 43200 - 72000 € 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.
Quantitative Analyst - Intercontinental Exchange in London employer: Intercontinental Exchange
Intercontinental Exchange (ICE) is an exceptional employer that fosters a collaborative and innovative work culture, ideal for Quantitative Analysts eager to make a significant impact in the financial sector. Located in a dynamic environment, ICE offers competitive benefits, continuous professional development opportunities, and the chance to work with cutting-edge quantitative models across various asset classes. Employees are encouraged to grow their skills while contributing to meaningful projects that shape the future of finance.
StudySmarter Expert Advice🤫
We think this is how you could land Quantitative Analyst - Intercontinental Exchange in London
✨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 in London
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.
