Senior Analyst, Global Quantitative Research jobs in United States
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ICE · 2 days ago

Senior Analyst, Global Quantitative Research

ICE is a leading global company specializing in financial markets and data services. The Senior Analyst in Global Quantitative Research will be responsible for driving quantitative model research related to Clearing Houses and supporting various business lines, requiring strong quantitative finance skills and programming abilities.

E-CommerceFashionJewelryMarketplace
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H1B Sponsor Likelynote

Responsibilities

Drive clearing house margin, stress and collateral management models R&D
Define business requirements and specifications for model upgrades and enhancements
Perform risk analysis and develop risk solutions for new products across all asset classes
Model specific risks such as concentration charges and wrong way risk
Contribute strongly to 'hands-on' and ad-hoc requests for development and solutions in time-critical situations
Document and present risk models and risk reports for clearing members, regulators, risk committees and boards
Interact with risk departments to provide support for existing clearing house quantitative models
Interact with technology groups for production implementation design

Qualification

Quantitative financeC++PythonMathematical knowledgeStatistical analysisAttention to detailProblem solvingTeamworkCommunication skills

Required

PhD or MSc in Physics, Mathematics, Quantitative Finance, Statistics, or a relevant scientific field
Strong mathematical knowledge of financial derivatives pricing and risk management models
Excellent quantitative, analytical and problem solving skills with solid knowledge of statistics, particularly time series analysis
Strong C++ and Python required
Capable of working under pressure within a diverse team to accommodate tight deadlines
Great attention to detail with ability to work independently and also as part of a team
Capable to articulate complex concepts to senior management on a regular basis

Preferred

Knowledge of Clearing operations and a strong background in derivatives pricing and theory
2+ years of work experience in quantitative finance fields from financial institutions, with proven record designing or implementing quantitative finance models

Company

ICE

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We are building the largest jewelry marketplace.

H1B Sponsorship

ICE has a track record of offering H1B sponsorships. Please note that this does not guarantee sponsorship for this specific role. Below presents additional info for your reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2020 (1)

Funding

Current Stage
Late Stage
Total Funding
$49M
Key Investors
Polaris Partners
2017-12-07Acquired
2016-03-15Series Unknown
2015-07-01Seed· $2M

Leadership Team

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Joseph Albert
Chief Technology Officer
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David Farrell
Chief Operating Officer, ICE Futures U.S.
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Company data provided by crunchbase