Quantitative Financial Engineer - Mortgage Modeling & ML

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

Benefits offered by this job

Healthcare benefits

401(k) plan

Life insurance

Paid leave

Time off

Job summary

Intercontinental Exchange, Inc. is seeking a highly skilled quantitative professional to work with the development team on financial tools for loan data analysis and modeling.

You will design, develop and calibrate models, analyze large panel datasets, and provide actionable analytics and scenario guidance for mortgage markets. The role emphasizes AI/ML techniques, cross-functional collaboration, and rigorous documentation of methodologies and findings, with a focus on delivering robust

Qualifications

• Master’s degree or equivalent in Financial Engineering, Mathematics or related field.
• 3+ years of progressively responsible experience in a quantitative field preferred.
• Proficiency in SQL, databases, scripting languages, and Python.
• Creativity, Innovation, and Passion in quantitative research and modeling.
• Hard worker and team player, highly self-motivated in learning and applying new techniques.
• Preferred knowledge of real world business problems and multiple computing environments.
• Strong oral communication and documentation skills.
• Strong understanding of financial markets and market behavior.

Responsibilities

• Develop, analyze, test, and calibrate financial models, tools, and products.
• Explore and leverage AI/ML techniques for quantitative modeling.
• Design, develop, recalibrate and deploy prepayment and credit models for mortgage market.
• Provide comprehensive analysis and documentation of methodologies and findings.
• Investigate and manage large panel data sets.
• Explain model behavior and conduct scenario analyses for guidance.
• Collaborate with Research and Development on application and development of financial tools.
• Provide quantitative reports on mortgage market performance and risk factors.
• Support valuation and pricing projects via ad hoc analyses.
• Assist in transaction planning and structuring by contributing to credit analysis and pricing strategies.
• Collaborate with business owners to design interfaces for recording indicators and to research best practices for reporting performance metrics.
• Develop test cases and validate systems for analytics, pricing, risk management, and credit analysis.

Skills

SQL

Python

Scripting languages

Quantitative analysis

Education

Master’s in Financial Engineering

Job description

Intercontinental Exchange, Inc. is seeking a highly skilled quantitative professional to work with the development team on financial tools for loan data analysis and modeling.

You will design, develop and calibrate models, analyze large panel datasets, and provide actionable analytics and scenario guidance for mortgage markets. The role emphasizes AI/ML techniques, cross-functional collaboration, and rigorous documentation of methodologies and findings, with a focus on delivering robust