Job Description: Job Purpose With approximately 5 million contracts cleared every day across multiple asset classes, ICE Clear Europe (ICEU) is one of the world’s most diverse and leading clearing houses. As a clearing house, ICEU performs a critical role in ensuring market stability especially through periods of volatility and increased uncertainty. It provides central counterparty clearing and risk management services for global energy, interest rate, equity index, and agricultural derivatives.   We leverage advanced quantitative models to effectively manage market risk for exchange-traded derivatives, credit risk of clearing members and counterparties, and liquidity risk associated with posted collateral. Our risk framework ensures resilience in dynamic market conditions while upholding the highest regulatory and operational standards.   The Model Risk Management team, part of the Risk Oversight Department, is responsible for all aspects of model risk, encompassing model...

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...

Job Description: Job Purpose The Quantitative Analyst will join the Global Quantitative Research Group, which designs, implements, and supports enterprise quantitative models and systems. This role blends quantitative research and data science, focusing on model development, risk analytics, and large-scale data engineering. The primary responsibility is to drive quantitative model initiatives for clearing houses while supporting data-driven solutions across multiple business lines. The candidate must demonstrate strong quantitative and programming skills, deep understanding of financial derivatives, and the ability to manage complex data workflows. Frequent interaction with Risk Management, Technology, and Senior Management is expected.   Responsibilities Lead research and development of margin, stress testing, and risk management models for clearing houses. Perform quantitative risk analysis and develop solutions across multiple asset classes (interest rate, equity,...