AI-Driven Mortgage Modeling Engineer

ICE; Atlanta (GA); On-site; USD 100,000 - 141,000; Full time

Benefits offered by this job

Healthcare coverage

401(k) plan

Life insurance

Paid leave

Job summary

Intercontinental Exchange, Inc. in the United States seeks a quantitative analyst to develop and calibrate financial models and tools for mortgage markets. You will explore AI/ML methods and design prepayment and credit models while documenting methodologies and findings.

You will manage large panel datasets, explain model behavior, and provide guidance, analytics for pricing and risk. Collaboration with R&D and execution of ad hoc valuation tasks are key aspects.

Qualifications

• Master’s degree or equivalent in Financial Engineering, Mathematics or related field.
• 3+ years of progressively responsible experience in a quantitative field preferred.
• Proficiency in SQL, databases, scripting languages, and Python.

Responsibilities

• Develop, analyze, test, and calibrate financial models, tools, and products.
• Explore and leverage cutting-edge Artificial Intelligence and Machine Learning techniques for quantitative modeling purposes.
• Design, develop, recalibrate and deploy prepayment and credit models for mortgage market.
• Furnish comprehensive analysis and documentation elucidating methodologies, techniques, and discoveries.
• Investigate and manage large data sets, specifically panel data.
• Explain model behavior, carry out scenario analysis, provide guidance and analytics.
• Collaborate with Research and Development on the application and development of financial tools.
• Provide quantitative reports on mortgage market performance and risk factors, including their potential impact.
• Explain model behavior, conduct scenario analyses, and offer guidance and analytics.
• Perform ad hoc analyses and support with valuation and pricing projects.
• Assist in transaction planning and structuring by contributing to credit analysis and pricing strategies.
• Collaborate with business owners to design and implement interfaces for recording key indicators, and research industry best practices for analyzing and reporting performance metrics.
• Develop test cases and validate systems used for analytics, pricing, risk management, and credit analysis to ensure alignment with business needs and accurate implementation.
• Perform other duties as assigned.

Skills

SQL

Python

Databases

Scripting languages

Quantitative research

Education

Master’s degree in Financial Engineering

Job description

Intercontinental Exchange, Inc. in the United States seeks a quantitative analyst to develop and calibrate financial models and tools for mortgage markets. You will explore AI/ML methods and design prepayment and credit models while documenting methodologies and findings.

You will manage large panel datasets, explain model behavior, and provide guidance, analytics for pricing and risk. Collaboration with R&D and execution of ad hoc valuation tasks are key aspects.