Lead Developer

Overview:

Job Purpose

We are seeking a highly skilled software developer with experience in capital markets, particularly in Mortgage-Backed Securities (MBS) and/or Collateralized Mortgage Obligations (CMO). This role is central to the development and enhancement of our Prepayment and Option-Adjusted Spread (OAS) computational engines, which are critical to our Structured Evaluations platform.

 

Responsibilities

• Serve as a technical leader within the Structured Evaluations space, driving innovation and performance improvements across our analytics infrastructure.
• Collaborate closely with our Data Science and Product teams to integrate complex financial models into scalable, high-performance systems.
• Design, develop, and maintain core components of our grid engines using Java and C++, with a strong emphasis on numerical accuracy and computational efficiency.
• Translate domain-specific requirements into robust software solutions that support pricing, risk, and valuation workflows.

Knowledge and Experience

• Bachelor’s degree in Computer Science, Financial Engineering or a related field,
• 7+ years of proven experience in software development with a good understanding of capital markets and fixed income analytics.
• Proficiency in Java and C++, with demonstrated success building high-performance, multi-threaded applications.
• Basic familiarity with OAS modeling, yield curve construction, and related quantitative finance concepts.
• Ability to work in a fast-paced, collaborative environment with cross-functional teams including quants, product managers, and other engineers.

Preferred Knowledge and Experience 

• Experience working on structured products analytics platforms or within a fixed income trading or risk management environment.
• Exposure to quantitative libraries or frameworks used in capital markets (e.g., Intex, proprietary pricing engines).

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