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
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
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
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 StageTotal Funding
$49MKey Investors
Polaris Partners
2017-12-07Acquired
2016-03-15Series Unknown
2015-07-01Seed· $2M
Leadership Team
Recent News
Business News Americas
2025-12-18
2025-10-28
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