Senior Quant Data Scientist - Fixed Income AI & Pricing

ICE; New York (NY); On-site; USD 130,000 - 190,000; Full time

Benefits offered by this job

Healthcare coverage (medical, dental,

401(k) plan

Life insurance

Paid time off

Job summary

Intercontinental Exchange, Inc. is seeking a senior quantitative researcher to join a fast-paced research and prototyping team in New York.

The role focuses on building, enhancing, and supporting fixed income pricing models, with a strong emphasis on leveraging AI-driven tooling to standardize market practices. You will collaborate with quants, data scientists, and product teams to scale algorithms across millions of bonds, research new AI techniques, and work with multi-year historical datasets

Qualifications

• Master's degree or higher in a quantitative field; PhD preferred.
• Minimum 3+ years of quantitative analysis experience.
• Proficient in Python, C++, SQL, Shell scripting, and R; AI/ML experience preferred.
• Understanding of fixed income instruments and strong communication skills.

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

Quantitative analysis

Python

C++

SQL

Shell scripting

R

AI/ML techniques

Communication skills

Fixed income instruments

Education

Master's degree or higher in a quantitative field

PhD preferred

Tools

Python

C++

SQL

Shell Scripting

R

Job description

Intercontinental Exchange, Inc. is seeking a senior quantitative researcher to join a fast-paced research and prototyping team in New York.

The role focuses on building, enhancing, and supporting fixed income pricing models, with a strong emphasis on leveraging AI-driven tooling to standardize market practices. You will collaborate with quants, data scientists, and product teams to scale algorithms across millions of bonds, research new AI techniques, and work with multi-year historical datasets