Senior Quantitative Developer: High-Perf C/Python Models

Intercontinental Exchange Holdings, Inc.; Atlanta (GA); On-site; USD 150,000 - 230,000; Full time

Job summary

Intercontinental Exchange, Inc. is seeking Research Engineers to design, build, and optimize quantitative libraries and research platforms across multiple business units. The role emphasizes low-level optimization, algorithms, and risk management, with exposure to pricing, risk modeling, and deployment ownership.

Applicants should have strong C and Python skills, a solid mathematics background, and a Master’s or PhD in a related field. On-site position with collaborative Quants team.

Qualifications

• Strong mathematical, technical and software development background.
• Experience in C and Python programming.
• Advanced knowledge of stochastic processes, probability and numerical methods.

Responsibilities

• Design, develop, test, and deploy sophisticated quantitative models for the Exchange and Clearing house across various asset classes.
• Develop and implement pricing and calibration tools for commodities, interest rates, and other financial derivatives.
• Design and develop high-performance C components used by Clearing, Exchange, and Valuation Services.
• Partner with the Quantitative Research team to define priorities and deliver custom solutions.
• Analyze large data sets, including model prices and market data prices.
• Explain model behavior, provide remediation and analytics.
• Document methods, techniques, results, and analysis.

Skills

C

Python

Mathematics

English communication

Education

Master's or PhD in Computer Science, Mathematics, Statistics

Job description

Intercontinental Exchange, Inc. is seeking Research Engineers to design, build, and optimize quantitative libraries and research platforms across multiple business units. The role emphasizes low-level optimization, algorithms, and risk management, with exposure to pricing, risk modeling, and deployment ownership.

Applicants should have strong C and Python skills, a solid mathematics background, and a Master’s or PhD in a related field. On-site position with collaborative Quants team.