Lead Structured Finance Modeling

ICE; Atlanta (GA); On-site; USD 165,000 - 187,000; Full time

Benefits offered by this job

Healthcare coverage

401(k) plan

Paid leave

Job summary

Intercontinental Exchange, Inc. seeks a senior quantitative modeling professional to research, develop, maintain and support structured finance models. The role may be based in Atlanta or New York, with focus on CMO/US deals, CLOs/CDOs, and non-dollar structures.

Requirements include 5+ years in waterfall modeling, proficiency in Python/Excel, and strong programming in C++/Java with SQL. Advanced degree and ML/Monte Carlo training are highly desirable.

Qualifications

• 5+ years professional experience in waterfall modeling for structured deals.
• Ability to build prototypes for structured deals using Python, Excel or other solutions.
• Preferably experience modeling deals using Intex or other structuring utility.
• Solid programming skills in C++, Java, or Python, with some experience in SQL.
• Advanced training in statistical inference, time series analysis, machine learning, and Monte Carlo simulation is highly desirable.
• Highly motivated. Both a self-starter and a team player; able to work in remote global teams.

Responsibilities

• Lead the modeling effort to support coverage on: CMO and US structured deals; CLOs, CDOs.
• Assist in independent research for the development of quantitative models and risk management papers.
• Work closely with the development and QA teams to ensure timely releases with enhanced capabilities.
• Support account managers with client related analytical issues; on-site support may be required.
• Support the sales specialists, as needed; on-site support may be required.

Skills

Python

Excel

C++

Java

SQL

Time series

Machine learning

Monte Carlo

Education

Advanced degree in quantitative field

Tools

Intex

Job description

Intercontinental Exchange, Inc. seeks a senior quantitative modeling professional to research, develop, maintain and support structured finance models. The role may be based in Atlanta or New York, with focus on CMO/US deals, CLOs/CDOs, and non-dollar structures.

Requirements include 5+ years in waterfall modeling, proficiency in Python/Excel, and strong programming in C++/Java with SQL. Advanced degree and ML/Monte Carlo training are highly desirable.