Analyst, Global Quantitative Research
Intercontinental Exchange
Overview Job Purpose The Quantitative Analyst will join the Quant Group which designs, implements, and supports enterprise quantitative models and systems. The primary role for this position will be to provide model research, development, and strategic recommendations to solve practical problems in financial industry. The candidate for this job must have ability to work in a fast-paced environment, formulate and articulate solutions and defend assumptions. This role requires frequent interaction with Quant Research, Data Analytics, Risk Management, Technology Development and Senior Management. Responsibilities Design and develop quantitative model testing and analytics frameworks to assess model usage and performance. Create relevant test data sets, and portfolio strategies to be submitted to the model validators and regulators. Investigate model behavior, carry out root cause analysis, and give model improvement suggestions. Provide documentation of methods, techniques, results, and analysis. Analyze large data sets, including positions, prices, and other market/liquidity data. Research and design innovative quantitative solutions for stakeholders. Knowledge and Experience Master’s Degree or above in math, quantitative finance, physics, statistics, computer science or similar quantitative fields. Advanced knowledge in math (stochastic process, probability theory, numerical methods). Strong knowledge about object-oriented programming. Ability to work in a high-performance, high-velocity environment. Strong analytical and organizational skills with acute attention to detail. Strong communication skills in both verbal and written English. Preferred Knowledge and Experience Strong knowledge of Python, SQL, C++/C#/Java/etc. 3+ years of work experience in a quantitative field. Work experience in Options Pricing Theory. Work experience in Data Analytics. Schedule This role offers work from home flexibility of 1 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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