About the Role
We are looking for individuals with a strong background in statistical modelling and financial engineering to join our research and rapid prototyping team. This role requires individuals to enhance and expand proprietary algorithms designed to bring transparency and standardization to the fixed income market. You will join a fast-paced team of quants and data scientists leveraging state-of-the-art tools tasked with improving precision and scale across millions of bonds. You will also be asked to research new techniques enabled by the usage of AI to scale our business. The role will require individuals to work with significantly large data sets spanning years of historical data.
Responsibilities
- Learn, research, implement and maintain pricing models across fixed income asset classes
- Work closely with product, engineering and evaluation teams to procure, analyze and validate data sources
- Investigate ad hoc issues and debug pricing applications
Requirements
- 3+ years of experience doing quantitative analysis
- Hands on experience utilizing Python, C++, SQL, Shell Scripting, R
- An understanding of fixed income instruments
- Strong communications skills
Skills
- Statistical modelling
- Financial engineering
- AI driven tooling
- Python
- C++
- SQL
- Shell Scripting
- R
- AI & ML techniques
Location
- New York
Work Type
- Full-time
Experience Level
- 3+ years of experience
Education Level
- Master's or higher in Computer Science, Math, Physics, Engineering, or related quantitative field
- PhD preferred
Salary/Compensations
- $130,000 - $190,000 USD
Benefits
- Healthcare coverage (medical, dental and vision)
- 401(k) plan
- Life insurance
- Time off
- Paid leave for qualifying circumstances
About the Company
- Intercontinental Exchange (ICE) is a global leader in providing market data, analytics, and trading solutions.
Equal Opportunity
- Intercontinental Exchange, Inc. is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to legally protected characteristics.
