Senior Data Scientist - AI-Driven Fixed Income Pricing

Intercontinental Exchange Holdings, Inc.; New York (NY); On-site; USD 130,000 - 190,000; Full time

Benefits offered by this job

Healthcare coverage

401(k) plan

Life insurance

Time off

Paid leave for qualifying conditions

Job summary

Intercontinental Exchange, Inc. in New York seeks a quantitative researcher to advance pricing models for fixed income securities, leveraging AI-driven tooling to scale and standardize markets.

You will join a fast-paced team of quants and data scientists applying state-of-the-art methods to thousands of bonds. Responsibilities include building and validating pricing models, sourcing and analyzing data, and debugging pricing applications while collaborating with product, engineering and

Qualifications

• Master's or higher in a quantitative field; PhD preferred.
• 3+ years of quantitative analysis experience.
• Experience with Python, C++, SQL, Shell, and R.

Responsibilities

• Learn, research, implement and maintain pricing models across fixed income asset classes
• Work closely with product, engineering and evaluation teams to procure, analyze and validate data sources
• Investigating Ad hoc issues and debugging pricing applications

Skills

Python

C++

SQL

Shell scripting

R

AI & ML techniques

Fixed income knowledge

Strong communications

Education

Master's or higher in quantitative field

PhD preferred

Job description

Intercontinental Exchange, Inc. in New York seeks a quantitative researcher to advance pricing models for fixed income securities, leveraging AI-driven tooling to scale and standardize markets.

You will join a fast-paced team of quants and data scientists applying state-of-the-art methods to thousands of bonds. Responsibilities include building and validating pricing models, sourcing and analyzing data, and debugging pricing applications while collaborating with product, engineering and