Manager, Structured Products 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

Job Purpose

This individual will research, develop, maintain and support a wide variety of structured finance and quantitative models and methodologies for fixed income securities. This position may be based in Atlanta or New York.

Responsibilities

• Lead the modeling effort to support coverage on:
  • CMO and US structured deals
  • European and non-dollar structured deals
  • CLOs, CDOs
• Assist in independent research for the development of quantitative models and risk management framework for fixed income securities, equities and their derivatives with high-quality research papers and presentations for our clients and prospects.
• Work closely with the development team and the quality assurance team to ensure timely releases of the product with enhanced capabilities and the highest quality.
• Support account managers with client related analytical issues. This may require on-site support.
• Support the sales specialists, as needed. This may require on-site support.

Knowledge And Experience

• 5+ years professional experience in the waterfall modeling, nuances, and assumptions used in 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.
• Advanced degree in a quantitative field (e.g. mathematics, physics, engineering, and finance).
• 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. Must be able to work collaboratively and productively in remote environments with teams in other global offices.

Salary and Benefits

The expected base salary for this role, if located in New York, is between $165,000 – $187,000 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.

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