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

• Lead research efforts in advanced pricing, volatility, and risk models.
• Translate sophisticated mathematical models into robust, production‑level code—primarily in C++.
• 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, S...