Quantitative Analyst, Quantitative Research

Intercontinental Exchange Holdings, Inc. • Atlanta, GA

22h

About The Position

The Quantitative Analyst will join the Quant Group, which designs, implements, and supports enterprise quantitative models and systems. The role focuses on model research, development, and strategic recommendations to solve practical problems in the financial industry. The candidate must be able to work in a fast-paced environment, formulate and articulate solutions, and defend assumptions. The role involves frequent interaction with Quant Research, Data Analytics, Risk Management, Technology Development, and Senior Management.

Requirements

• Master’s degree or above in mathematics, quantitative finance, physics, statistics, computer science, or a similar quantitative field.
• Proficiency in C++, Python, SQL, and object-oriented programming.
• Advanced knowledge of mathematics, including stochastic processes, probability theory, and numerical methods.
• Ability to work in a high-performance, high-velocity environment.
• Strong analytical and organizational skills, with acute attention to detail.
• Strong verbal and written English communication skills.

Nice To Haves

• Advanced C++, Python, and SQL experience in a production environment.
• Strong knowledge of object-oriented programming.
• Work experience in options pricing theory.
• Work experience in data analytics.

Responsibilities

• Research and design innovative quantitative solutions for stakeholders.
• Develop and support an in-house quantitative R&D platform and analytics tools to automate model testing, analysis, and visualization.
• Design and develop quantitative model analytics frameworks to assess model usage and performance.
• Create relevant test data sets and portfolio strategies for submission to model validators and regulators.
• Investigate model behavior, conduct root cause analysis, and recommend model improvements.
• Document methods, techniques, results, and analysis.
• Analyze large data sets, including positions, prices, and other market and liquidity data.

What This Job Offers

• Job Type: Full-time