Senior Quant Engineer - Exotic Pricing & AI Risk Analytics

Posted 11 days 5 hours ago by Intercontinental Exchange Holdings, Inc.

Permanent
Full Time
Other
London, United Kingdom
Job Description

Intercontinental Exchange in London seeks a Financial Engineer to develop volatility models and exotic pricers used by front-office traders. You will fit implied volatility smiles for Equity and FX and enhance prices and risks with robust numerical methods.

Work includes AI-accelerated risk analytics, model validation and clear communication with traders, risk managers and developers across teams.