Overview
On Site
Full Time
Skills
ICE
Optimization
Algorithms
Application Development
Research
Modeling
Risk Management
Commodities
Finance
Derivatives
Valuation
Quantitative Research
Market Analysis
Analytics
Software Development
C++
Python
Probability
Numerical Analysis
Analytical Skill
Computer Science
Mathematics
Statistics
Communication
English
Pricing
Data Analysis
Machine Learning (ML)
Microsoft Exchange
Job Details
Overview
Job Purpose
Research Engineers at ICE are responsible for designing, building, and optimizing quantitative libraries and research platforms that support various business units, including Clearing, Exchange, and Valuation Services. We require strong knowledge of low-level optimization, algorithms, risk management, and application development. Research Engineers will gain exposure to quantitative modeling, pricing, and risk management. They will work on projects from inception through deployment, taking full ownership of what they build.
Responsibilities
Knowledge and Experience
Preferred Knowledge and Experience
Intercontinental Exchange, Inc. is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to legally protected characteristics.
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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
Research Engineers at ICE are responsible for designing, building, and optimizing quantitative libraries and research platforms that support various business units, including Clearing, Exchange, and Valuation Services. We require strong knowledge of low-level optimization, algorithms, risk management, and application development. Research Engineers will gain exposure to quantitative modeling, pricing, and risk management. They will work on projects from inception through deployment, taking full ownership of what they build.
Responsibilities
- Design, develop, test, and deploy sophisticated quantitative models for the Exchange and Clearing house across various asset classes.
- Develop and implement pricing and calibration tools for commodities, interest rates, and other financial derivatives.
- Design and develop high-performance C++ components used by Clearing, Exchange, and Valuation Services.
- Partner with the Quantitative Research team to define priorities and deliver custom solutions.
- Analyze large data sets, including model prices and market data prices.
- Explain model behavior, provide remediation and analytics.
- Document methods, techniques, results, and analysis.
Knowledge and Experience
- A deep passion for mathematics, technology, and software development.
- Extensive experience in C++.
- Proficiency in Python.
- Advanced knowledge of mathematics, including stochastic processes, probability theory, and numerical methods.
- Exceptional quantitative and analytical skills.
- Master's or PhD degree in Computer Science, Mathematics, Statistics, or a related field.
- Strong verbal and written communication skills in English.
Preferred Knowledge and Experience
- Work experience in options pricing theory
- Work experience in Data Analytics and Machine Learning
- 3 Years of experience in a related field.
Intercontinental Exchange, Inc. is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to legally protected characteristics.
#LI - MK1
#LI-ONSITE
-
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.