What are the responsibilities and job description for the Lead Quantitative Developer/Research Engineer position at Intercontinental Exchange Holdings, Inc.?
Overview
Job Purpose
Research 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.
Responsibilities
- Design, 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 Experience
- A 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 Experience
- Work experience in options pricing theory
- Work experience in Data Analytics and Machine Learning
- 3 Years of experience in a related field.
Intercontinental Exchange, Inc. is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to legally protected characteristics.
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Intercontinental Exchange, Inc. is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to legally protected characteristics.