Lead Data Scientist
About The Position
We are looking for individuals with a strong background in statistical modelling and financial engineering to join our research and rapid prototyping team at Intercontinental Exchange. We require candidates to have experience building, enhancing or supporting the pricing of fixed income securities. The role requires individuals to enhance and expand proprietary algorithms designed to bring transparency and standardization to the fixed income market. You will join a fast-paced team of quants and data scientists tasked with evolving modeling techniques to improve precision and scale across millions of bonds. You will also be tasked with researching new techniques of utilizing AI & ML to help further improve precision and operational efficiency. The role will require individuals to work with significantly large data sets spanning decades of historical data.
Requirements
- An understanding of fixed income instruments
- Strong communications skills
- Hands on experience utilizing Python, C++, SQL, Shell Scripting, R
- 3+ years of experience doing quantitative analysis
- Master's or higher in Computer Science, Math, Physics, Engineering, or related quantitative field, PhD preferred
Nice To Haves
- Experience using AI & ML techniques to solve complex multi-dimensional problems preferred
Responsibilities
- Learn, research, implement and maintain pricing models across fixed income asset classes
- Work closely with product, engineering and evaluation teams to procure, analyze and validate data sources
- Investigating Ad hoc issues and debugging pricing applications
Benefits
- Regular full-time ICE employees are eligible for a suite of competitive employee benefits, including healthcare coverage (medical, dental and vision), a 401(k) plan, life insurance, time off, and paid leave for qualifying circumstances.
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
