Senior Quantitative Analyst

Key Skills

Java Programming, Finance, Design, Python Programming, C++, SQL, R Programming, VBA

Job Description

The Senior Quantitative Analyst will join the Quantitative Research team which researches, implements, prototypes, and supports 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 Masters degree in Math, Finance, Physics, Computer Science or similar quantitative fields required; a PhD is preferred
• 5+ years of work experience in a quantitative field preferred

• Creative, Innovative, and Passionate in quantitative 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 oral communication and 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++, Python , SQL, VBA, or R 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.