Quant Data Scientist: Time Series & Financial Modeling

ICE; Atlanta (GA); On-site; USD 100,000 - 140,000; Full time

Job summary

Intercontinental Exchange, Inc. (ICE) seeks a Data Scientist to join the Quant Group, designing, implementing and supporting enterprise quantitative models and systems, and developing financial data models with data support for the Quant and Risk divisions.

You will use Python, SQL and analytics tools to solve diverse data-focused problems in a fast-paced setting. You will collaborate with Quant Research, Risk Managers, Developers and Senior Management to deliver robust data solutions and highly

Qualifications

• Bachelor’s degree in a data-related field; postgraduate degree preferred.
• Proficiency in Python, R, and SQL for data analysis and modeling.
• Experience with time series, statistics, and data visualization.
• Strong programming skills in multiple languages (Python, R, MATLAB, C/C++, Java).
• Experience with relational databases and data management.
• Excellent communication and attention to detail; team collaboration.

Responsibilities

• Perform data exploration and statistical analysis for quantitative research purposes
• Data preparation, validation, and visualization of time series of financial derivatives
• Build production quality, data driven software solutions to support data management and analysis
• Develop ETL applications to support core quant and risk team data requirements
• Diagnose and profile data issues and recommend ways to improve data reliability, efficiency, and quality
• Coordinate with quantitative research and business experts to develop and refine data management best practices, policies, and procedures
• Provide documentations and/or presentations to illustrate methods, techniques, and findings for individuals with diverse professional backgrounds
• Manage large data sets and interpret diverse database architecture across various platforms such as Oracle, Postgres, Snowflake, etc.
• Serve as a liaison between technology, operations, product management and the Financial Engineering teams
• Engage in innovative research tasks in the quantitative finance and data science field

Skills

Python

R

SQL

Time Series

Data Visualization

Statistical Modeling

C/C++

Java

Education

Bachelor’s degree in Data Science/Analytics/Engineering/Mathematics/Statistics

Postgraduate degree preferred

Tools

PostgreSQL

Snowflake

MATLAB

Jupyter

Git

Job description

Intercontinental Exchange, Inc. (ICE) seeks a Data Scientist to join the Quant Group, designing, implementing and supporting enterprise quantitative models and systems, and developing financial data models with data support for the Quant and Risk divisions.

You will use Python, SQL and analytics tools to solve diverse data-focused problems in a fast-paced setting. You will collaborate with Quant Research, Risk Managers, Developers and Senior Management to deliver robust data solutions and highly