Quantitative Engineer
Intercontinental Exchange · Atlanta, GA, US
About this role
## Quantitative Engineer ### Overview Intercontinental Exchange (ICE) is looking for a **Quantitative Engineer** to join the **Clearing Technology** segment. Clearing technology automates risk management and modeling to help markets operate rapidly and efficiently—while minimizing the likelihood of adverse outcomes during volatility. This **Quantitative QA** role applies expertise in **financial mathematics** and **technology** to ensure delivery of a high-quality clearing house risk platform. You’ll work closely with project managers, developers, product managers, and risk/quantitative analysts in a fast-paced environment. ### Responsibilities - Develop **reference implementations** for testing platform applications based on technical business requirements - Review technical requirements using **quantitative model terminology** to produce test strategies, scenarios, and test cases - Implement, maintain, and troubleshoot **test harnesses**, including for various quantitative models - Define test scenarios and develop/maintain **automated test cases** - Create **test plans** (scope, resources, dependencies, risks, and overall strategy) for complex software systems - Perform verification across **functional, regression, system, and integration testing** for multi-tier architectures - Deploy application builds and maintain **test environments** - Troubleshoot software/hardware configuration issues - Demonstrate a passion for finding software bugs in **complex algorithms** ### Knowledge & Experience - **M.S. or higher** in Financial Engineering, Mathematics, Computer Science, or related field - Experience with modeling/statistical tools such as **Python, R, or MATLAB** - Ability to implement quantitative algorithms and build **automated tests** using scripting/programming languages - Ability to write and execute **customized SQL queries** against **Oracle DB** - Ability to calculate customized statistics on large datasets - Ability to understand Python code and spreadsheets containing financial engineering formulas - Understanding of **derivatives markets** and **options/asset pricing models** - Comfortable working across systems in a high-tech software development environment - Progress toward **CFA, FRM, or similar** credentials is a plus - **2+ years** experience with commodity markets, financial trading environments, or equity brokerage; exposure to **futures** is a plus - Knowledge of **Value at Risk (VaR)**, parametric methods, Historical Simulation, or other portfolio risk management approaches is a plus - **Excellent communication skills** ### Equal Opportunity Employer Intercontinental Exchange, Inc. is an **Equal Opportunity Employer**. All qualified applicants will receive consideration for employment without regard to legally protected characteristics.
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