Lead Quantitative Developer/Research Engineer

Intercontinental Exchange, Inc.(ICE) • Sandy Springs, GA

83d

About The Position

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.

Requirements

• 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.

Nice To Haves

• Work experience in options pricing theory
• Work experience in Data Analytics and Machine Learning
• 3 Years of experience in a related field.

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.

What This Job Offers

• Industry: Securities, Commodity Contracts, and Other Financial Investments and Related Activities
• Education Level: Master's degree
• Number of Employees: 5,001-10,000 employees