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Job Description

Job Purpose

We are looking for individuals with a strong background in statistical modelling and financial engineering to join our research and rapid prototyping team at Intercontinental Exchange. We require candidates to have experience building, enhancing or supporting the pricing of fixed income securities with a strong interest in leveraging AI driven tooling on the job. This role requires individuals to enhance and expand proprietary algorithms designed to bring transparency and standardization to the fixed income market. You will join a fast-paced team of quants and data scientists leveraging state-of-the-art tools tasked with improving precision and scale across millions of bonds. You will also be asked to research new techniques enabled by the usage of AI to scale our business. The role will require individuals to work with significantly large data sets spanning years of historical data.

 

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

 

Knowledge and Experience

  • Master's or higher in Computer Science, Math, Physics, Engineering, or related quantitative field, PhD preferred
  • 3+ years of experience doing quantitative analysis
  • Hands on experience utilizing Python, C++, SQL, Shell Scripting, R
  • Experience using AI & ML techniques to solve complex multi-dimensional problems preferred
  • An understanding of fixed income instruments
  • Strong communications skills

 

New York Base Salary Range 

The expected base salary for this role, if located in New York, is between $130,000 - 190,000 USD.  The base salary range does not include Intercontinental Exchange’s incentive compensation.  While we provide this range as general guidance, at ICE we compensate employees based on the skillset and experience of the individual. Regular full-time ICE employees are eligible for a suite of competitive employee benefits, including healthcare coverage (medical, dental and vision), a 401(k) plan, life insurance, time off, and paid leave for qualifying circumstances. 

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  • Role Lead Data Scientist
  • Experience 5-7 years
  • Work type On-site
  • Location United States
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Intercontinental Exchange
Financial Services & Fintech · 500+ Members · Atlanta, GA, United States

Intercontinental Exchange is a global operator of exchanges, clearing houses, data services, and mortgage technology.

Intercontinental Exchange owns markets including the New York Stock Exchange and provides trading, clearing, benchmarks, fixed-income data, and digital mortgage infrastructure.

All jobs at Intercontinental Exchange

58 more Data Scientist roles in New York

Job Overview

Approx. salary range

177K – 271K

Our estimate — this employer did not publish a salary

Our estimate, not the employer’s. Worked out from the middle half of 36 comparable roles on Neural Jobs that did publish a salary, in the same field, country and experience band. The real figure for this job may be different.

Eligibility
United States Right to work in the United States required.
Workplace
On-site
Job Posted:
2 days ago
Job Type
Full Time
Experience
5-7 years

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