Lead Data Scientist — Fixed Income AI Pricing

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

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.