Job
Description
As a Quantitative Engineer at Intercontinental Exchange, you will play a crucial role within the Clearing Technology segment of ICE. Your primary responsibility will be to bring expertise in financial mathematics and technology to the clearing technology group. You must be results-oriented, self-motivated, and have the ability to thrive in a fast-paced environment. Your role will involve frequent interaction with project managers, developers, product managers, and risk management/quantitative analysts to ensure the delivery of a quality clearing house risk platform to users. Analytical skills and the ability to understand and test quantitative risk assessment/margin calculation models are essential for this role. **Key Responsibilities:** - Develop reference implementations for testing platform applications based on technical business requirements - Review technical requirements with quantitative models terminology to produce test strategies, test scenarios, and test cases - Implement, maintain, and troubleshoot test harnesses, including implementations for various quantitative models - Define test scenarios and develop/maintain automated test cases - Create test plans, defining test scope, resources, dependencies, risks, and the overall strategy for testing complex software systems - Perform all aspects of verification, including functional, regression, system, and integration testing for applications designed using multi-tiered-based architecture - Deploy application builds and maintain test environments - Perform troubleshooting of software/hardware configuration problems - Demonstrate a passion for finding software bugs in complex algorithms **Qualifications Required:** - M.S. or higher in Financial Engineering, Mathematics, or Computer Science related discipline - Experience with modeling/statistical analysis tools such as Python, R, or MATLAB - Ability to implement quantitative algorithms and develop automated tests using a scripting/programming language - Ability to write and execute customized SQL queries against Oracle DB - Ability to understand Python code and spreadsheets containing mathematical formulas - Understanding of derivatives markets and options/asset pricing models is a plus - Progress toward CFA, FRM, or similar credentials is a plus - Work experience with commodity markets, financial trading environment, or equity brokerage business, and exposure to futures markets is a plus - Excellent communication skills You will have the opportunity to work from home with flexibility of one day per week in this role.,
