Job Purpose
We are looking for individuals with a strong background in statistical modelling and financial engineering to join our research and rapid prototyping team at Intercontinental Exchange. We require candidates to have experience building, enhancing or supporting the pricing of fixed income securities. The role requires individuals to enhance and expand proprietary algorithms designed to bring transparency and standardization to the fixed income market. You will join a fast-paced team of quants and data scientists tasked with evolving modeling techniques to improve precision and scale across millions of bonds. You will also be tasked with researching new techniques of utilizing AI & ML to help further improve precision and operational efficiency. The role will require individuals to work with significantly large data sets spanning decades of historical data.
Responsibilities
Learn, research, implement and maintain pricing models across fixed income asset classesWork closely with product, engineering and evaluation teams to procure, analyze and validate data sourcesInvestigating Ad hoc issues and debugging pricing applications
Knowledge and Experience
An understanding of fixed income instrumentsStrong communications skillsHands on experience utilizing Python, C++, SQL, Shell Scripting, R3+ years of experience doing quantitative analysisMaster's or higher in Computer Science, Math, Physics, Engineering, or related quantitative field, PhD preferredExperience using AI & ML techniques to solve complex multi-dimensional problems preferred
New York Base Salary Range
The expected base salary for this role, if located in New York, is between $120,000 - 172,300 USD. The base salary range does not include Intercontinental Exchange’s incentive compensation. While we provide this range as general guidance, at ICE we compensate employees based on the skillset and experience of the individual. Regular full-time ICE employees are eligible for a suite of competitive employee benefits, including healthcare coverage (medical, dental and vision), a 401(k) plan, life insurance, time off, and paid leave for qualifying circumstances.
Intercontinental Exchange, Inc. is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to legally protected characteristics.