Lead Data Scientist

ICE Clear Europe Limited; New York (NY); On-site; USD 130,000 - 190,000; Full time

Job summary

Intercontinental Exchange, Inc. seeks candidates to join its research and rapid prototyping team focusing on fixed income pricing models. The role emphasizes AI-driven tooling, data-driven decision making, and expanding proprietary algorithms across large bond data sets.

Candidates should have a strong background in quantitative analysis, with 3+ years of experience and proficiency in Python, C++, SQL, shell scripting, and R. PhD is preferred; NY base salary is provided.

Qualifications

• Master's or PhD in a quantitative field.
• 3+ years of quantitative analysis experience.
• Proficient with Python, C++, SQL, Shell, and R.
• Experience applying AI/ML to solve complex problems.
• Understanding of fixed income instruments.
• Excellent communication skills.

Responsibilities

• Learn, research, implement and maintain pricing models across fixed income asset classes.
• Collaborate with product, engineering and evaluation teams to procure, analyze and validate data sources.
• Investigate ad hoc issues and debug pricing applications.

Skills

Python

C++

SQL

Shell Scripting

R

AI/ML techniques

Fixed income knowledge

Communication

Education

Master's degree or higher in a quantitative field

PhD preferred

Job description

Overview

Job Purpose

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 with a strong interest in leveraging AI driven tooling on the job. This 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 leveraging state-of-the-art tools tasked with improving precision and scale across millions of bonds. You will also be asked to research new techniques enabled by the usage of AI to scale our business. The role will require individuals to work with significantly large data sets spanning years of historical data.

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

Knowledge and Experience

• Master's or higher in Computer Science, Math, Physics, Engineering, or related quantitative field, PhD preferred
• 3+ years of experience doing quantitative analysis
• Hands on experience utilizing Python, C++, SQL, Shell Scripting, R
• Experience using AI & ML techniques to solve complex multi-dimensional problems preferred
• An understanding of fixed income instruments
• Strong communications skills

New York Base SalaryRange

The expected base salary for this role, if located in New York, is between $130,000 - 190,000 USD. The base salary range does not include Intercontinental Exchange’s incentive compensation. While we provide this range as general guidance, at ICE we compensate employees based on the skillset and experience of the individual. 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.

• healthcare coverage (medical, dental and vision)
• a 401(k) plan
• life insurance
• time off
• paid leave for qualifying circumstances

Intercontinental Exchange, Inc. is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to legally protected characteristics.