Quantitative Engineer — Risk Modeling & Test Automation

Intercontinental Exchange Holdings, Inc.; Atlanta (GA); On-site; USD 120,000 - 180,000; Full time

Job summary

Intercontinental Exchange, Inc. is seeking a Quantitative Engineer to join the Clearing Technology team. The role focuses on testing, risk modeling, and technology to ensure fast, reliable clearing markets with controlled volatility.

Responsibilities include developing test harnesses, creating test plans, and verifying complex software and quantitative models. Candidates should have MS in a related field and experience with Python/R/MATLAB, SQL against Oracle DB, and exposure to risk concepts.

Qualifications

• MS or higher in a Financial Engineering, Mathematics, or Computer Science related discipline.
• Experience with modeling/statistical analysis tools such as Python, R, or MATLAB.
• Ability to implement quantitative algorithms and develop automated tests using a scripting/programming language.
• Ability to write and execute customized SQL queries against Oracle DB.
• Ability to calculate customized statistics on large sets of data.
• Ability to understand use Python code and spreadsheets containing financial engineering formulas.
• Must have understanding of derivatives markets and options/asset pricing models.
• Must be comfortable with working across systems in a high tech software development environment.
• Progress toward CFA, FRM, or similar credentials a plus.
• 2+ years’ experience with commodity markets, financial trading environment, or equity brokerage business and exposure to futures markets is a plus.
• Value at Risk (VaR), parametric, Historical Simulation, or other portfolio risk management understanding a plus.
• Must have excellent communication skills.

Responsibilities

• Develop reference implementations for testing platform applications, based on technical business requirements
• Review technical requirements with quantitative models terminology to produce test strategies, test scenarios, and test cases
• Implement, maintain, and troubleshoot test harnesses, including implementations for various quantitative models
• Define test scenarios and develop/maintain automated test cases
• Create test plans, defining test scope, resources, dependencies, risks, and the overall strategy for testing complex software systems
• Perform all aspects of verification, including functional, regression, system, and integration testing for applications designed using multi-tiered-based architecture
• Deploy application builds and maintain test environments
• Perform troubleshooting of software / hardware configuration problems
• Demonstrate a passion for finding software bugs in complex algorithms

Skills

Python

R

MATLAB

SQL

C++

Communication

Education

MS in Financial Engineering / Mathematics / CS

Tools

Oracle DB

Job description

Intercontinental Exchange, Inc. is seeking a Quantitative Engineer to join the Clearing Technology team. The role focuses on testing, risk modeling, and technology to ensure fast, reliable clearing markets with controlled volatility.

Responsibilities include developing test harnesses, creating test plans, and verifying complex software and quantitative models. Candidates should have MS in a related field and experience with Python/R/MATLAB, SQL against Oracle DB, and exposure to risk concepts.