Lead Quantitative Developer/Research Engineer jobs in United States
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ICE · 2 weeks ago

Lead Quantitative Developer/Research Engineer

Intercontinental Exchange, Inc. is seeking a Lead Quantitative Developer/Research Engineer responsible for designing, building, and optimizing quantitative libraries and research platforms. The role involves developing sophisticated quantitative models and tools for various asset classes while collaborating with the Quantitative Research team.

E-CommerceFashionJewelryMarketplace
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H1B Sponsor Likelynote

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

Qualification

C++PythonMathematicsData AnalyticsMachine LearningQuantitative SkillsCommunication Skills

Required

Strong knowledge of low-level optimization, algorithms, risk management, and application development
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
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

Work experience in options pricing theory
Work experience in Data Analytics and Machine Learning
3 Years of experience in a related field

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