Quantitative Engineer

You must be results-oriented, self-motivated and have the ability to thrive in a fast-paced environment. This role requires frequent interaction with project managers, developers, product managers, and risk management/quantitative analysts in order to ensure that we deliver a quality clearing house risk platform to our users. Analytical skills and the ability to understand and test quantitative risk assessment/margin calculation models are crucial for the role. Responsibilities + Develop reference implementations for testing platform applications, based on technical business requirements + Review technical requirements with quantitative models terminology to produce test strategies, test scenarios, and test cases + Implement, maintain, and troubleshoot test harnesses, including implementations for various quantitative models + Define test scenarios and develop/maintain automated test cases + Create test plans, defining test scope, resources, dependencies, risks, and the overall strategy for testing complex software systems + Perform all aspects of verification, including functional, regression, system, and integration testing for applications designed using multi-tiered-based architecture + Deploy application builds and maintain test environments + Perform troubleshooting of software / hardware configuration problems + Demonstrate a passion for finding software bugs in complex algorithms Knowledge and Experience + 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 + Ability to calculate customized statistics on large sets of data + Ability to understand use Python code and spreadsheets containing financial engineering formulas + Must have understanding of derivatives markets and options/asset pricing models + Must be comfortable with working across systems in a high tech software development environment + Progress toward CFA, FRM, or similar credentials a plus + 2+ years’ experience with commodity markets, financial trading environment, or equity brokerage business and exposure to futures markets is a plus + Value at Risk (VaR), parametric, Historical Simulation, or other portfolio risk management understanding a plus + Must have excellent communication skills Intercontinental Exchange, Inc. is an Equal Opportunity Employer.