Quantitative QA Engineer - Clearing Risk Tech

Intercontinental Exchange Holdings, Inc.; Atlanta (GA); On-site; USD 120,000 - 170,000; Full time

Job summary

Intercontinental Exchange, Inc. in Atlanta seeks a Quantitative Engineer for the Clearing Technology team. You will test and validate quantitative risk models and build automated testing for a high-velocity trading clearing platform.

The role requires strong math/CS foundations, programming in Python/R/MATLAB, and experience with SQL against Oracle DB. Prior futures/commodity market exposure is a plus and communication is essential.

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.
• Must understand derivatives markets and options/asset pricing models.
• 2+ years’ experience with commodity markets, financial trading environment, or futures markets is 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 for various quantitative models.
• Define test scenarios and develop/maintain automated test cases.
• Create test plans, defining test scope, resources, dependencies, risks, and testing strategy for complex systems.
• Perform functional, regression, system, and integration testing for multi-tiered applications.
• Deploy application builds and maintain test environments.
• Troubleshoot software/hardware configuration problems.
• Demonstrate a passion for finding software bugs in complex algorithms.

Skills

Python

R

MATLAB

Automated testing

SQL queries

Quantitative analysis

Education

MS in Financial Engineering

MS in Mathematics

Tools

Oracle DB

Git

Job description

Intercontinental Exchange, Inc. in Atlanta seeks a Quantitative Engineer for the Clearing Technology team. You will test and validate quantitative risk models and build automated testing for a high-velocity trading clearing platform.

The role requires strong math/CS foundations, programming in Python/R/MATLAB, and experience with SQL against Oracle DB. Prior futures/commodity market exposure is a plus and communication is essential.