Intercontinental Exchange
Lead Quantitative Developer/Research Engineer
Intercontinental Exchange, Atlanta, Georgia, United States, 30383
Overview
Job PurposeResearch Engineers at ICE are responsible for designing, building, and optimizing quantitative libraries and research platforms that support various business units, including Clearing, Exchange, and Valuation Services. We require strong knowledge of low-level optimization, algorithms, risk management, and application development. Research Engineers will gain exposure to quantitative modeling, pricing, and risk management. They will work on projects from inception through deployment, taking full ownership of what they build.ResponsibilitiesDesign, develop, test, and deploy sophisticated quantitative models for the Exchange and Clearing house across various asset classes.Develop and implement pricing and calibration tools for commodities, interest rates, and other financial derivatives.Design and develop high-performance C++ components used by Clearing, Exchange, and Valuation Services.Partner with the Quantitative Research team to define priorities and deliver custom solutions.Analyze large data sets, including model prices and market data prices.Explain model behavior, provide remediation and analytics.Document methods, techniques, results, and analysis.Knowledge and ExperienceA deep passion for mathematics, technology, and software development.Extensive experience in C++.Proficiency in Python.Advanced knowledge of mathematics, including stochastic processes, probability theory, and numerical methods.Exceptional quantitative and analytical skills.Master's or PhD degree in Computer Science, Mathematics, Statistics, or a related field.Strong verbal and written communication skills in English.Preferred Knowledge and ExperienceWork experience in options pricing theoryWork experience in Data Analytics and Machine Learning3 Years of experience in a related field.ScheduleThis role offers work from home flexibility of 1 day per week.Intercontinental Exchange, Inc. is an Equal Opportunity and Affirmative Action Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, gender, sexual orientation, gender identity, national origin or ancestry, age, disability or veteran status, or other protected status.#LI - MK1
Job PurposeResearch Engineers at ICE are responsible for designing, building, and optimizing quantitative libraries and research platforms that support various business units, including Clearing, Exchange, and Valuation Services. We require strong knowledge of low-level optimization, algorithms, risk management, and application development. Research Engineers will gain exposure to quantitative modeling, pricing, and risk management. They will work on projects from inception through deployment, taking full ownership of what they build.ResponsibilitiesDesign, develop, test, and deploy sophisticated quantitative models for the Exchange and Clearing house across various asset classes.Develop and implement pricing and calibration tools for commodities, interest rates, and other financial derivatives.Design and develop high-performance C++ components used by Clearing, Exchange, and Valuation Services.Partner with the Quantitative Research team to define priorities and deliver custom solutions.Analyze large data sets, including model prices and market data prices.Explain model behavior, provide remediation and analytics.Document methods, techniques, results, and analysis.Knowledge and ExperienceA deep passion for mathematics, technology, and software development.Extensive experience in C++.Proficiency in Python.Advanced knowledge of mathematics, including stochastic processes, probability theory, and numerical methods.Exceptional quantitative and analytical skills.Master's or PhD degree in Computer Science, Mathematics, Statistics, or a related field.Strong verbal and written communication skills in English.Preferred Knowledge and ExperienceWork experience in options pricing theoryWork experience in Data Analytics and Machine Learning3 Years of experience in a related field.ScheduleThis role offers work from home flexibility of 1 day per week.Intercontinental Exchange, Inc. is an Equal Opportunity and Affirmative Action Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, gender, sexual orientation, gender identity, national origin or ancestry, age, disability or veteran status, or other protected status.#LI - MK1