Manager, Financial Engineering

Intercontinental Exchange Holdings, Inc.•Atlanta, GA

40d•$165,000 - $187,000•Hybrid

About The Position

This individual will research, develop, maintain and support a wide variety of structured finance and quantitative models and methodologies for fixed income securities. This position may be based in Atlanta or New York.

Requirements

5+ years professional experience in the waterfall modeling, nuances, and assumptions used in structured deals.
Ability to build prototypes for structured deals using Python, Excel or other solutions.
Solid programming skills in C++, Java, or Python, with some experience in SQL.
Highly motivated. Both a self-starter and a team player. Must be able to work collaboratively and productively in remote environments with teams in other global offices.

Nice To Haves

Preferably experience modeling deals using Intex or other structuring utility.
Advanced training in statistical inference, time series analysis, machine learning, and Monte Carlo simulation is highly desirable.

Responsibilities

Lead the modeling effort to support coverage on: CMO and US structured deals, European and non-dollar structured deals, CLOs, CDOs
Assist in independent research for the development of quantitative models and risk management framework for fixed income securities, equities and their derivatives with high-quality research papers and presentations for our clients and prospects.
Work closely with the development team and the quality assurance team to ensure timely releases of the product with enhanced capabilities and the highest quality.
Support account managers with client related analytical issues. This may require on-site support.
Support the sales specialists, as needed. This may require on-site support.