Quantitative Analyst, Quantitative Research

The Quantitative Analyst will join the Quant Group, which designs, implements, and supports enterprise quantitative models and systems. The primary role for this position will be to provide model research, development, and strategic recommendations to solve practical problems in the financial industry. The candidate for this job must have the ability to work in a fast-paced environment, formulate and articulate solutions, and defend assumptions. This role requires frequent interaction with Quant Research, Data Analytics, Risk Management, Technology Development, and Senior Management.

 

Responsibilities

• Research and design innovative quantitative solutions for stakeholders.
• Develop and support in-house quantitative R&D platform and analytics tools to automate model testing, analysis, and visualization.
• Design and develop quantitative model analytics frameworks to assess model usage and performance.
• Create relevant test data sets and portfolio strategies to be submitted to the model validators and regulators.
• Investigate model behavior, carry out root cause analysis, and recommend model improvements.
• Provide documentation of methods, techniques, results, and analysis.
• Analyze large data sets, including positions, prices, and other market/liquidity data.

Knowledge and Experience

• Master’s Degree or above in math, quantitative finance, physics, statistics, computer science, or similar quantitative fields.
• Proficiency in C++, Python, SQL, and object-oriented programming.
• Advanced knowledge of math (stochastic process, probability theory, numerical methods).
• Ability to work in a high-performance, high-velocity environment.
• Strong analytical and organizational skills with acute attention to detail.
• Strong communication skills in both verbal and written English.

Preferred

• Advanced C++, Python, and SQL experience in a production environment.
• Strong knowledge of object-oriented programming.
• Work experience in Options Pricing Theory.
• Work experience in Data Analytics.

Intercontinental Exchange, Inc. is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to legally protected characteristics.