3 days ago
Atlanta, GA, USAStaff+
H1B sponsor

Responsibilities

  • Architect, build, and maintain scalable Python test frameworks, harnesses, and tools for validating clearing margin calculation models and related systems.
  • Translate business, system, margin methodology, and quantitative model requirements into validation strategies, scenarios, and test cases.
  • Develop reusable Python libraries, data-processing components, diagnostics, and integrations to improve validation coverage, accuracy, and efficiency.
  • Establish and enforce Python engineering standards for architecture, coding, packaging, deployment, documentation, testing, and maintainability.
  • Assess the correctness, numerical precision, performance, and stability of complex algorithms, margin calculations, and quantitative models.
  • Lead technical delivery by decomposing work, guiding implementation, reviewing designs and code, mentoring team members, and resolving complex issues.
  • Partner with QA, engineering, product, and quantitative risk teams to integrate validation solutions and investigate defects across complex logic and system interfaces.

Requirements

  • Bachelor’s degree or higher in Computer Science, Financial Engineering, Mathematics, or a related field.
  • 7+ years of relevant software development experience with expert-level Python skills, including object-oriented design, modular architecture, packaging, dependency management, debugging, and performance optimization.
  • Experience designing and maintaining reusable Python frameworks, test harnesses, libraries, developer tools, and data-validation utilities.
  • Proficiency in UNIX/Linux environments and Oracle databases, including development and optimization of complex SQL queries.
  • Ability to interpret technical requirements, financial engineering formulas, clearing margin methodologies, and quantitative models.
  • Experience across the full software development lifecycle using Agile methods, source control, code review, and continuous integration practices.
  • Strong analytical, problem-solving, troubleshooting, and decision-making skills, particularly for numerical, data-quality, and system-integration issues.
  • Proven technical leadership, including establishing best practices, communicating design decisions, decomposing and coordinating work, mentoring developers, and providing constructive code and design reviews.
  • Understanding of derivatives markets, clearing, margin calculation, and portfolio risk concepts such as VaR and parametric or historical simulation is strongly preferred.

Tech Stack

Categories

Intercontinental Exchange

About Intercontinental Exchange

10,000+ employees

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.

Contact me