Joseph Perez is an experienced finance professional currently serving as the Algorithms - R&D Group Manager at Intercontinental Exchange since August 2017, where management of an Algo/Quant cross-asset team is a primary responsibility. Prior experience includes a brief tenure as a Director in the Quant - Fixed Income Exotics group at Barclays in March 2017 and over a decade at Barclays Capital, where roles ranged from Vice President to Quant in Fixed Income Exotics and Commodities, focusing on model calibration and efficiency in option pricing. Early career experience includes a summer internship in the Quant - Equity Derivative Group at Barclays Capital, which involved advanced numerical methods for option pricing. Joseph Perez holds a Master of Science in Mathematics in Finance from New York University and a Master of Science in Applied Mathematics and Economics from École Polytechnique.
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