Quantitative Engineer

OverviewJob PurposeIntercontinental Exchange is looking for a Quantitative Engineer to be a part of our team. This role resides within the Clearing Technology segment of ICE. Clearing technology provides automation of risk management and modeling to ensure that markets can operate rapidly and efficiently while minimizing the likelihood of adverse outcomes during market volatility. The Quantitative QA role brings expertise in financial mathematics and technology to the clearing technology group.You must be results-oriented, self-motivated and have the ability to thrive in a fast-paced environment. This role requires frequent interaction with project managers, developers, product managers, and risk management/quantitative analysts in order to ensure that we deliver a quality clearing house risk platform to our users. Analytical skills and the ability to understand and test quantitative risk assessment/margin calculation models are crucial for the role.ResponsibilitiesDevelop reference implementations for testing platform applications, based on technical business requirementsReview technical requirements with quantitative models terminology to produce test strategies, test scenarios, and test casesImplement, maintain, and troubleshoot test harnesses, including implementations for various quantitative modelsDefine test scenarios and develop/maintain automated test casesCreate test plans, defining test scope, resources, dependencies, risks, and the overall strategy for testing complex software systemsPerform all aspects of verification, including functional, regression, system, and integration testing for applications designed using multi-tiered-based architectureDeploy application builds and maintain test environmentsPerform troubleshooting of software / hardware configuration problemsDemonstrate a passion for finding software bugs in complex algorithmsKnowledge and ExperienceM.S. or higher in a Financial Engineering, Mathematics, or Computer Science related disciplineExperience with modeling/statistical analysis tools such as Python, R, or MATLABAbility to implement quantitative algorithms and develop automated tests using a scripting/programming languageAbility to write and execute customized SQL queries against Oracle DBAbility to calculate customized statistics on large sets of dataAbility to understand use Python code and spreadsheets containing financial engineering formulasMust have understanding of derivatives markets and options/asset pricing modelsMust be comfortable with working across systems in a high tech software development environmentProgress toward CFA, FRM, or similar credentials a plus2+ years’ experience with commodity markets, financial trading environment, or equity brokerage business and exposure to futures markets is a plusValue at Risk (VaR), parametric, Historical Simulation, or other portfolio risk management understanding a plusMust have excellent communication skills Intercontinental Exchange, Inc. is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to legally protected characteristics.