AI-Powered Mortgage Analytics Engineer

Intercontinental Exchange Holdings, Inc.; City of Niagara Falls (NY); On-site; USD 100,000 - 141,000; Full time

Job summary

Intercontinental Exchange Holdings, Inc. in New York is seeking a quantitative analyst to work with the Development Team on application and product development of financial tools.

You will analyze mortgage data, design and calibrate models, and deploy AI/ML techniques to enhance pricing and risk analytics. The role involves building data pipelines, managing large panel datasets, and collaborating across teams to deliver accurate, documented insights for valuation and pricing projects.

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.
• Creativity, Innovation, and Passion in quantitative research and modeling.
• Hard worker and team player, highly self-motivated in learning and applying new techniques.

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

Education

Master's degree in Financial Engineering or related field

Job description

Intercontinental Exchange Holdings, Inc. in New York is seeking a quantitative analyst to work with the Development Team on application and product development of financial tools.

You will analyze mortgage data, design and calibrate models, and deploy AI/ML techniques to enhance pricing and risk analytics. The role involves building data pipelines, managing large panel datasets, and collaborating across teams to deliver accurate, documented insights for valuation and pricing projects.