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ICE

Quantitative Analyst

ICE, Atlanta, Georgia, United States, 30383

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Job Purpose

Quant Analysts at 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. Quant 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

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. Master’s or PhD degree in Computer Science, Mathematics, Statistics, or a related field. Strong verbal and written communication skills in English.

Preferred

Strong C++ knowledge Work experience in options pricing theory Work experience in Data Analytics and Machine Learning 1 Years 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.

Seniority level

Seniority level Not Applicable Employment type

Employment type Full-time Job function

Job function Research, Analyst, and Information Technology Referrals increase your chances of interviewing at ICE by 2x Sign in to set job alerts for “Quantitative Analyst” roles.

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