Analyst, Global Quantitative Research

Overview:

Job Purpose

Quantitative Analysts at Intercontinental Exchange (ICE) are responsible for designing, building, and optimizing quantitative libraries and research platforms that support various business units, including Clearing, Exchange, and Valuation Services. This role requires a strong knowledge of low-level optimization, algorithms, risk management, and application development. Quantitative Analysts will gain exposure to quantitative modeling, pricing, and risk management. They will work on projects from inception through deployment, with guidance from senior members, taking full ownership of their work.

 

 

Responsibilities

• Assist in the design, development, testing, and deployment of sophisticated quantitative models for the Exchange and Clearing house across various asset classes.

• Support the development and implementation of pricing and calibration tools for commodities, interest rates, and other financial derivatives.

• Contribute to the design and development of high-performance C++ components used by Clearing, Exchange, and Valuation Services.

• Collaborate with the Quantitative Research team to help define priorities and deliver custom solutions.

• Analyze large data sets, including model prices and market data prices, under the guidance of senior members.

• Assist in explaining model behavior, providing remediation, and performing analytics.

• Document methods, techniques, results, and analysis as part of the project workflow.

 

Knowledge and Experience

• Master’s or PhD degree in Computer Science, Mathematics, Statistics, or a related field.

• A strong interest in mathematics, technology, and software development.

• Familiarity with C++ and Python.

• Advanced knowledge of mathematics, including stochastic processes, probability theory, and numerical methods.

• Exceptional quantitative and analytical skills.

• Strong verbal and written communication skills in English.

 

Preferred Knowledge and Experience

• Strong C++ knowledge.

• Work experience in options pricing theory.

• Work experience in Data Analytics and Machine Learning.

• 1+ year of experience in a related field.

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