Quantitative Engineer
Intercontinental Exchange17 days ago
Atlanta, GA, USAMid Level
H1B sponsor
Responsibilities
- Develop reference implementations for testing platform applications based on technical business requirements.
- Review quantitative-model requirements and produce test strategies, scenarios, and cases.
- Implement, maintain, and troubleshoot test harnesses for quantitative models.
- Create and maintain automated test cases and test plans for complex software systems.
- Perform functional, regression, system, and integration testing.
- Deploy application builds and maintain test environments.
- Troubleshoot software and hardware configuration problems.
- Calculate customized statistics on large datasets and identify defects in complex algorithms.
Requirements
- Master’s degree or higher in financial engineering, mathematics, computer science, or a related discipline.
- Experience with modeling or statistical-analysis tools such as Python, R, or MATLAB.
- Ability to implement quantitative algorithms and develop automated tests using a scripting or programming language.
- Ability to write and execute customized SQL queries against Oracle databases.
- Ability to understand Python code and spreadsheets containing financial-engineering formulas.
- Understanding of derivatives markets and options or asset-pricing models.
- Comfort working across systems in a high-technology software-development environment.
- Excellent communication skills.
- Progress toward CFA, FRM, or similar credentials is a plus.
- Experience with commodity markets, financial trading, equity brokerage, futures markets, or portfolio risk-management methods such as VaR is a plus.
About Intercontinental Exchange
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