Lead Data Scientist at ICE in US-NY-New York

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

Requirements

• 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

Skills

Required

• Python
• C++
• SQL
• Shell Scripting
• R
• Statistical modelling
• Financial engineering
• Fixed income instruments

Preferred

• AI & ML techniques

Benefits

• 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.