Analyst, Global Quantitative Research
About the position The Quantitative Analyst will be part of the Quant Group at Intercontinental Exchange Holdings, Inc., focusing on the design, implementation, and support of enterprise quantitative models and systems. This role involves providing model research, development, and strategic recommendations to address practical challenges in the financial industry, requiring collaboration with various teams and stakeholders. Responsibilities • Design and develop quantitative model testing and analytics frameworks to assess model usage and performance. • Create relevant test data sets and portfolio strategies for model validators and regulators. • Investigate model behavior, conduct root cause analysis, and suggest model improvements. • Document methods, techniques, results, and analysis. • Analyze large data sets, including positions, prices, and other market/liquidity data. • Research and design innovative quantitative solutions for stakeholders. Requirements • Master's Degree or above in math, quantitative finance, physics, statistics, computer science, or similar quantitative fields. • Advanced knowledge in math (stochastic process, probability theory, numerical methods). • Strong knowledge of object-oriented programming. • Ability to work in a high-performance, high-velocity environment. • Strong analytical and organizational skills with acute attention to detail. • Strong communication skills in both verbal and written English. Nice-to-haves • Strong knowledge of Python, SQL, C++/C#/Java/etc. • 3+ years of work experience in a quantitative field. • Work experience in Options Pricing Theory. • Work experience in Data Analytics. Benefits • Work from home flexibility of 1 day per week. Apply tot his job