Analyst, Global Quantitative Research
Intercontinental Exchange
- Atlanta, GA
- Permanent
- Full-time
- Design and develop quantitative model testing and 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 give model improvement suggestions.
- Provide documentation of methods, techniques, results, and analysis.
- Analyze large data sets, including positions, prices, and other market/liquidity data.
- Research and design innovative quantitative solutions for stakeholders.
- Master’s Degree or above in math, quantitative finance, physics, statistics, computer science or similar quantitative fields.
- Advanced knowledge in math (stochastic process, probability theory, numerical methods).
- Strong knowledge about object-oriented programming.
- 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.
- Strong knowledge of Python, SQL, C++/C#/Java/etc.
- 3+ years of work experience in a quantitative field.
- Work experience in Options Pricing Theory.
- Work experience in Data Analytics.