Senior Quantitative Developer

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

119d

About The Position

We are looking for an experienced engineer with a strong mathematical background to participate in the development of financial mathematical libraries used in the evaluation and risk management of complex derivatives.

Requirements

• Advanced degree in math/applied math or similar (BSc candidates may be considered)
• Significant experience in developing algorithmic production quality code in C++
• Degree/work experience as a financial quantitative analyst is a significant advantage

Responsibilities

• Participate in quantitative research and development in the areas of valuation of financial instruments and risk management of portfolios of such instruments (mathematical coding in C++)

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level
• Industry: Securities, Commodity Contracts, and Other Financial Investments and Related Activities
• Education Level: Master's degree
• Number of Employees: 51-100 employees