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About the Role

This role involves working closely with the Development Team on financial tools and products, providing client consulting and analysis, performing ad hoc data analysis, and designing/testing applications to ensure business needs and analytics are met. The position also focuses on optimizing workflow efficiency and developing/maintaining databases and data pipelines for loan data analysis and modeling.

Responsibilities

• Develop, analyze, test, and calibrate financial models, tools, and products.
• Explore and leverage cutting-edge Artificial Intelligence and Machine Learning techniques for quantitative modeling.
• Design, develop, recalibrate, and deploy prepayment and credit models for the mortgage market.
• Furnish comprehensive analysis and documentation elucidating methodologies, techniques, and discoveries.
• Investigate and manage large data sets, specifically panel data.
• Explain model behavior, carry out scenario analysis, provide guidance and analytics.
• Collaborate with Research and Development on the application and development of financial tools.
• Provide quantitative reports on mortgage market performance and risk factors, including their potential impact.
• Perform ad hoc analyses and support with valuation and pricing projects.
• Assist in transaction planning and structuring by contributing to credit analysis and pricing strategies.
• Collaborate with business owners to design and implement interfaces for recording key indicators, and research industry best practices for analyzing and reporting performance metrics.
• Develop test cases and validate systems used for analytics, pricing, risk management, and credit analysis to ensure alignment with business needs and accurate implementation.
• Perform other duties as assigned.

Requirements

• Master’s degree or equivalent in Financial Engineering, Mathematics or related field.
• 3+ years of progressively responsible experience in a quantitative field preferred.
• Proficiency in SQL, databases, scripting languages, and Python.
• Creativity, Innovation, and Passion in quantitative research and modeling.
• Hard worker and team player, highly self-motivated in learning and applying new techniques.
• Ability to solve real world business problems using quantitative and computational techniques.
• Ability to implement algorithms in multiple computing environments and languages.
• Strong oral communication and documentation skills.
• Strong understanding of financial markets and market behavior.

Skills

• SQL
• Databases
• Scripting languages
• Python
• Artificial Intelligence
• Machine Learning
• Quantitative modeling
• Quantitative research
• Data analysis
• Financial modeling
• Prepayment models
• Credit models
• Mortgage market analysis
• Scenario analysis
• Valuation
• Pricing
• Credit analysis
• Risk management

Location

• New York

Work Type

• Full-time

Experience Level

• 3+ years of experience

Education Level

• Master's degree or equivalent in Financial Engineering, Mathematics or related field

Salary/Compensations

• $100,100 – $140,800 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, Inc. is a global leader in digital infrastructure for the financial markets.
• ICE operates exchanges, clearing houses and data services.

Equal Opportunity

• Intercontinental Exchange, Inc. is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to legally protected characteristics.