This job offer is not available in your country.

Lead Quantitative Analyst

ICELondon, England, United Kingdom

8 days ago

Job type

Full-time

Job description

Join to apply for the Lead Quantitative Analyst role at ICE

Get AI-powered advice on this job and more exclusive features.

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.

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.

Seniority level

Not Applicable

Employment type

Full-time

Job function

Research, Analyst, and Information Technology

Referrals increase your chances of interviewing at ICE by 2x

Get notified about new Quantitative Analyst jobs in London, England, United Kingdom .

Quantitative Research, Exotics & Hybrids (Emerging Markets) - Analyst or Associate

London, England, United Kingdom 1 day ago

Quantitative Analyst (Structured Products / ABS)

Greater London, England, United Kingdom £40,000 - £55,000 15 hours ago

Quantitative Researcher (Machine Learning)

London, England, United Kingdom 4 months ago