Quantitative Finance Engineer – Mortgage Modeling & AI

ICE; New York (NY); On-site; USD 100,000 - 141,000; Full time

Job summary

Intercontinental Exchange, Inc. in New York seeks a quantitative analyst to work with the Development Team on the application and product development of financial tools and loan data modeling.

You will design tests, analyze models, and apply AI/ML techniques to pricing and risk projections, collaborating across product lines to optimize workflows. Strong SQL/Python skills and a Master’s degree are required.

Qualifications

• Master’s degree or equivalent in a quantitative field such as Financial Engineering or Mathematics.
• 3+ years of progressive experience in a quantitative role.
• Proficiency in SQL, databases, scripting languages, and Python.
• Creative, hardworking team player with a passion for quantitative modeling.

Responsibilities

• Develop, analyze, test, and calibrate financial models, tools, and products.
• Apply AI/ML techniques for quantitative modeling purposes.
• Design, develop, recalibrate and deploy prepayment and credit models for mortgage markets.
• Provide comprehensive analysis and documentation elucidating methodologies and discoveries.
• Explain model behavior, carry out scenario analysis, provide guidance and analytics.
• Collaborate with Research and Development on the application and development of financial tools.
• Provide quantitative reports on mortgage market performance and risk factors, including their potential impact.
• Explain model behavior, conduct scenario analyses, and offer guidance and analytics.
• Perform ad hoc analyses and support with valuation and pricing projects.
• Assist in transaction planning and structuring by contributing to credit analysis and pricing strategies.
• Collaborate with business owners to design and implement interfaces for recording key indicators, and research industry best practices for analyzing and reporting performance metrics.
• Develop test cases and validate systems used for analytics, pricing, risk management, and credit analysis to ensure alignment with business needs and accurate implementation.

Skills

Quantitative analysis

SQL

Python

Team collaboration

Education

Master's degree in Financial Engineering or Mathematics

Tools

Databases

Scripting languages

Job description

Intercontinental Exchange, Inc. in New York seeks a quantitative analyst to work with the Development Team on the application and product development of financial tools and loan data modeling.

You will design tests, analyze models, and apply AI/ML techniques to pricing and risk projections, collaborating across product lines to optimize workflows. Strong SQL/Python skills and a Master’s degree are required.