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Lead Data Scientist

New York, NY, US • Posted 4 days ago • Updated 2 hours ago

Full Time

On-site

USD $130,000.00 - 190,000.00 per year

Fitment

Dice Job Match Score™

🛠️ Calibrating flux capacitors...

Job Details

Skills

Modeling
Computational Finance
Rapid Prototyping
Securities
Algorithms
Art
Bonds
Research
Product Engineering
Evaluation
Debugging
Pricing
Computer Science
Mathematics
Physics
Quantitative Analysis
Python
C++
SQL
Shell Scripting
R
Artificial Intelligence
Machine Learning (ML)
Fixed Income
ICE
Health Care
Life Insurance
Microsoft Exchange

Summary

Overview

Job Purpose

We are looking for individuals with a strong background in statistical modelling and financial engineering to join our research and rapid prototyping team at Intercontinental Exchange. We require candidates to have experience building, enhancing or supporting the pricing of fixed income securities with a strong interest in leveraging AI driven tooling on the job. This role requires individuals to enhance and expand proprietary algorithms designed to bring transparency and standardization to the fixed income market. You will join a fast-paced team of quants and data scientists leveraging state-of-the-art tools tasked with improving precision and scale across millions of bonds. You will also be asked to research new techniques enabled by the usage of AI to scale our business. The role will require individuals to work with significantly large data sets spanning years of historical data.

Responsibilities

Learn, research, implement and maintain pricing models across fixed income asset classes
Work closely with product, engineering and evaluation teams to procure, analyze and validate data sources
Investigating Ad hoc issues and debugging pricing applications

Knowledge and Experience

Master's or higher in Computer Science, Math, Physics, Engineering, or related quantitative field, PhD preferred
3+ years of experience doing quantitative analysis
Hands on experience utilizing Python, C++, SQL, Shell Scripting, R
Experience using AI & ML techniques to solve complex multi-dimensional problems preferred
An understanding of fixed income instruments
Strong communications skills

New York Base Salary Range

The expected base salary for this role, if located in New York, is between $130,000 - 190,000 USD. The base salary range does not include Intercontinental Exchange's incentive compensation. While we provide this range as general guidance, at ICE we compensate employees based on the skillset and experience of the individual. Regular full-time ICE employees are eligible for a suite of competitive employee benefits, including healthcare coverage (medical, dental and vision), a 401(k) plan, life insurance, time off, and paid leave for qualifying circumstances.

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Intercontinental Exchange, Inc. is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to legally protected characteristics.

Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.

Dice Id: 10123334
Position Id: 3a3a134fcadb873eb83d4e7f4514606e
Posted 4 days ago

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