Overview
On Site
Full Time
Skills
Quantitative Research
Articulate
Quantitative Analysis
Risk Management
Management
Root Cause Analysis
Documentation
Research
Research and Development
Analytics
Testing
Visualization
Finance
Physics
Statistics
Computer Science
Mathematics
Probability
Numerical Analysis
Apache Velocity
Analytical Skill
Organizational Skills
Attention To Detail
Communication
English
Python
SQL
C++
Object-Oriented Programming
Pricing
Data Analysis
Microsoft Exchange
Job Details
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 the financial industry. The candidate for this job must have the 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
Knowledge and Experience
Preferred
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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.
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 the financial industry. The candidate for this job must have the 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 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.
- Develop and support in-house quantitative R&D platform and analytics tools to automate model testing, analysis, and visualization.
Knowledge and Experience
- Master's Degree or above in math, quantitative finance, physics, statistics, computer science or similar quantitative fields.
- Proficiency in Python, SQL, and object-oriented programming.
- Advanced knowledge in math (stochastic process, probability theory, numerical methods).
- 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
- Strong knowledge of Python, SQL, and C++.
- Strong knowledge in object-oriented programming.
- Work experience in Options Pricing Theory.
- Work experience in Data Analytics.
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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.