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Form of work
SalaryJob Purpose
The Senior Quantitative Analyst will join the Quantitative Research team whose task is to research, prototype, implement, and support enterprise pricing and risk systems. The primary role for this position will be to deliver innovative enterprise financial solutions in a peer reviewed environment, to analyze daily and real-time market information, generate robust pricing models, and deliver industry leading risk systems for exchange traded and over-the-counter markets.
Responsibilities
- Research and design innovative quantitative solutions for exchanges and clearing houses
- Develop and implement pricing models and calibration tools for Interest Rate, Credit, Equity, Commodity and FX derivatives.
- Provide detailed analysis and documentation of methods, techniques, and findings
- Investigate and manage large data sets
- Explain model behavior, carry out scenario analysis, provide guidance and analytics
Knowledge and Experience
- A Master’s degreein Math, Finance, Physics, Computer Science, or similar quantitative fields is required; a PhD is preferred
- Work experience in a quantitative field, preferred
- Creative, Innovative, and Passionate in Research and Modeling
- Hard worker and team player, highly self-motived in learning and applying new techniques
- Ability to solve real world business problems using quantitative and computational techniques
- Ability to implement algorithms in multiple computing environments and languages
- Strong documentation skills
- Good C++ or Python programming skills required
- Strong understanding of financial markets, options, and asset pricing and modeling preferred
- Work experience in software development using C++ or Python preferred
Schedule
This role offers work from home flexibility of up to 2 days per week.
Intercontinental Exchange, Inc. is an Equal Opportunity and Affirmative Action Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, gender, sexual orientation, gender identity, national origin or ancestry, age, disability or veteran status, or other protected status.
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