Quantitative Engineer
Intercontinental Exchange2 months 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
Intercontinental Exchange operates global exchanges and clearing houses, offers fixed income and commodities trading platforms, and sells market data, listings, and mortgage technology to financial institutions and lenders. Its revenue comes from transaction and clearing fees, data subscriptions, listings, and software. Founded in 2000 and headquartered in Atlanta, it owns the New York Stock Exchange and ICE Mortgage Technology, and is publicly traded on the NYSE under the ticker ICE.