Quantitative QA Engineer – Clearing Tech & Risk Modeling

ICE; Atlanta (GA); On-site; USD 120,000 - 180,000; Full time

Job summary

Intercontinental Exchange, Inc. in Atlanta seeks a Quantitative Engineer to join the Clearing Technology team. The role focuses on testing and validating quantitative risk models, while ensuring robust automation for clearing technology platforms.

You will work with project managers and developers to translate technical requirements into test strategies, implement automated tests, and contribute to the integrity of market risk calculations using Python, R, or MATLAB.

Qualifications

• M.S. 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.
• Knowledge of risk management concepts and derivatives markets.
• Excellent communication skills and ability to collaborate across teams.

Responsibilities

• Develop reference implementations for testing platform applications based on technical requirements.
• Review technical requirements with quantitative models terminology to produce test strategies, scenarios, and test cases.
• Implement, maintain, and troubleshoot test harnesses including quantitative models.
• Define test scenarios and maintain automated test cases.
• Create test plans outlining scope, resources, dependencies, risks, and testing strategy.
• Perform verification including functional, regression, system, and integration testing for multi-tier architectures.
• Assist in deploying application builds and maintaining test environments.

Skills

Analytical thinking

Team collaboration

Effective communication

Results oriented

Education

M.S. or higher in Financial Engineering, Mathematics, or Computer Science

Tools

Python

R

MATLAB

SQL (Oracle)

Job description

Intercontinental Exchange, Inc. in Atlanta seeks a Quantitative Engineer to join the Clearing Technology team. The role focuses on testing and validating quantitative risk models, while ensuring robust automation for clearing technology platforms.

You will work with project managers and developers to translate technical requirements into test strategies, implement automated tests, and contribute to the integrity of market risk calculations using Python, R, or MATLAB.