Atlanta, Georgia, USA
16 days ago
Manager, Quantitative Engineering
Overview Job Purpose Intercontinental Exchange is looking for a Manager, Quantitative Engineering to be a part of our team. This role resides within the Clearing Technology segment of ICE. Clearing technology provides automation of risk management and modeling to ensure that markets can operate rapidly and efficiently while minimizing the likelihood of adverse outcomes during market volatility. The Quantitative Engineer role brings expertise in financial mathematics and technology to the clearing technology group. You must be results-oriented, self-motivated and have the ability to thrive in a fast-paced environment. This role requires frequent interaction with project managers, developers, product managers, and risk management/quantitative analysts in order to ensure that we deliver a quality clearing house risk platform to our users. Analytical skills and the ability to understand and test quantitative risk assessment/margin calculation models are crucial for the role. Responsibilities Develop reference implementations for testing platform applications, based on technical business requirements Review technical requirements with quantitative models terminology to produce test strategies, test scenarios, and test cases Implement, maintain, and troubleshoot test harnesses, including implementations for various quantitative models Define test scenarios and develop/maintain automated test cases Create test plans, defining test scope, resources, dependencies, risks, and the overall strategy for testing complex software systems Perform all aspects of verification, including functional, regression, system, and integration testing for applications designed using multi-tiered-based architecture Deploy application builds and maintain test environments Perform troubleshooting of software / hardware configuration problems Demonstrate a passion for finding software bugs in complex algorithms Leveraged contributor that organizes and directs team members successfully Knowledge and Experience M.S. or higher in a Financial Engineering, Mathematics, or Computer Science related discipline Experience with modeling/statistical analysis tools such as Python, R, or MATLAB Ability to implement quantitative algorithms and develop automated tests using a scripting/programming language Ability to write and execute customized SQL queries against Oracle DB Ability to calculate customized statistics on large sets of data Ability to understand use Python code and spreadsheets containing financial engineering formulas Must have understanding of derivatives markets and options/asset pricing models Must be comfortable with working across systems in a high tech software development environment Progress toward CFA, FRM, or similar credentials a plus 5+ years’ experience with commodity markets, financial trading environment, or equity brokerage business and exposure to futures markets desired Experience leading or managing quantitative talent is desired Must have excellent communication skills Schedule This role offers work from home flexibility of 1 day per week. Intercontinental Exchange, Inc. is an Equal Opportunity and Affirmative Action Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, gender, sexual orientation, gender identity, national origin or ancestry, age, disability or veteran status, or other protected status.
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