Position Details
About this role
Quantitative Analyst at ICE designs, builds, and optimizes quantitative libraries and research platforms to support multiple ICE business units, including pricing and risk management across asset classes.
Key Responsibilities
- Assist in the design, development, testing, and deployment of sophisticated quantitative models across asset classes
- Support development and implementation of pricing and calibration tools for commodities, rates, and derivatives
- Contribute to the design and development of high-performance C++ components
- Collaborate with Quantitative Research to define priorities and deliver custom solutions
- Analyze large data sets, explain model behavior, and perform analytics
Technical Overview
Strong emphasis on C++ and Python, mathematical reasoning, and low-level optimization for high-performance components used by Clearing and Valuation Services; tasks include pricing, calibration, and analytics on large data sets.
Ideal Candidate
The ideal candidate is a mid-level quantitative researcher with strong C++ and Python skills, a solid mathematics background, and experience with pricing and calibration of financial derivatives.
Must-Have Skills
Nice-to-Have Skills
Required Skills
Hard Skills
Soft Skills
Industry & Role
Keywords for Your Resume
Deal Breakers
Master's or PhD required in CS/Math/Stats, Strong C++ and Python knowledge, 1+ year experience in related field
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