Senior Structured Products Modeling Lead

ICE; New York (NY); On-site; USD 165,000 - 187,000; Full time

Benefits offered by this job

Healthcare (medical, dental and vision

401(k) plan

Life insurance

Paid time off

Paid leave for qualifying Circumstanc

Wellness programs

Job summary

Intercontinental Exchange, Inc. (ICE) seeks an experienced quantitative modeller to research, develop, and maintain a broad suite of structured finance models for fixed income securities. Based in New York or Atlanta, you will lead project work for CMO, CLO, CDOs and non-dollar deals.

You will prototype with Python and Excel, leverage Intex where appropriate, and collaborate with remote teams to deliver high-quality functionality and client-ready research.

Qualifications

• Advanced degree in a quantitative field (e.g., mathematics, physics, engineering, finance).
• 5+ years in waterfall modeling and structured deals.
• Strong programming skills in C++, Java or Python with SQL experience.
• Experience with Python or Excel for prototypes; Intex or similar tools preferred.
• Exposure to Monte Carlo simulation and time-series methods is highly desirable.

Responsibilities

• Lead modeling efforts for CMO, US structured deals, CLOs and CDOs.
• Develop quantitative models and risk frameworks for fixed income and derivatives.
• Work with development and QA teams to ensure high-quality releases.
• Support account managers with analytical client needs; some on-site support.
• Assist sales teams with technical insights as required.

Skills

Python

Excel

C++

Java

SQL

Machine learning

Time series analysis

Monte Carlo simulation

Remote collaboration

Education

Advanced degree in quantitative field

Tools

Intex

Job description

Intercontinental Exchange, Inc. (ICE) seeks an experienced quantitative modeller to research, develop, and maintain a broad suite of structured finance models for fixed income securities. Based in New York or Atlanta, you will lead project work for CMO, CLO, CDOs and non-dollar deals.

You will prototype with Python and Excel, leverage Intex where appropriate, and collaborate with remote teams to deliver high-quality functionality and client-ready research.