Quantitative Analyst
Intercontinental Exchange
Overview 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. Schedule This role offers work from home flexibility of one day 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. #LI - MK1
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