Quantitative Engineer

Intercontinental Exchange is seeking a Quantitative Engineer to join the Clearing Technology team. As a Quantitative Engineer, you will contribute your expertise in financial mathematics and technology to support the automation of risk management and modeling within the clearing technology group at ICE. Your role will involve collaborating with project managers, developers, product managers, and risk management/quantitative analysts to ensure the delivery of a high-quality clearing house risk platform. To excel in this position, you should be results-oriented, self-motivated, and thrive in a fast-paced environment. Analytical skills are essential for understanding and testing quantitative risk assessment/margin calculation models. Your responsibilities will include developing reference implementations for testing platform applications, reviewing technical requirements, creating test strategies, scenarios, and cases, as well as maintaining and troubleshooting test harnesses. You will also be responsible for defining test scenarios, developing and maintaining automated test cases, creating test plans, and performing various types of verification testing for applications with multi-tiered architecture. Additionally, you will deploy application builds, maintain test environments, troubleshoot software/hardware configuration issues, and demonstrate a passion for identifying software bugs in complex algorithms. The ideal candidate will possess an M.S. or higher in Financial Engineering, Mathematics, or Computer Science, along with experience in modeling/statistical analysis tools such as Python, R, or MATLAB. Proficiency in implementing quantitative algorithms, developing automated tests using scripting/programming languages, and writing/executing SQL queries against Oracle DB is required. Knowledge of derivatives markets, options/asset pricing models, and experience in commodity markets, financial trading, or equity brokerage business is advantageous. This role offers the flexibility of working from home one day per week. If you are a proactive individual with excellent communication skills and a strong foundation in financial engineering and technology, we encourage you to apply for this exciting opportunity.,