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Director, Derivatives Product Management

📁
Product Development
📅
20000966 Requisition #

Job Purpose

The ICE Data Derivatives business provides market data, valuation, analytics and risk management services across all derivative asset classes to a global customer base.

In the current market and regulatory environment, there is increasing need for the development of sophisticated models, analytics and services to meet the needs of the Derivatives business customers.

This role will be responsible for supporting the definition, design, development and roll out of these products and services to drive growth in the Derivatives business.

Please note that this is a 12 Month FTC position.

Responsibilities

  • Product Development - In partnership with the other product managers define the quantitative modelling requirements for new and existing derivatives products and services across asset classes. Build prototypes of new pricing models and data analytics and work closely with the Algorithm group to integrate them in the production platform
  • Data Analytics - In collaboration with the Quantitative group build and improve the data analytics on curves and volatility surface across asset classes and work with the Algorithm group to integrate them into the production platform
  • Pricing and Valuation Modelling - Build and improve the derivatives valuation models used in the valuation, pricing and analytics platform. Leverage understanding of sophisticated models and quantitative techniques used in leading investment banking and investment management firms to ensure calculation of pricing and greeks with a high degree of accuracy and stability
  • Risk Analytics Development - In partnership with the Algorithm and Development groups design and develop risk analytics to meet the risk management and regulatory needs of our clients, including stress tests, VAR and XVA
  • Performance Optimization - In collaboration with the Algorithm group identify opportunities to improve the computation performance of our derivatives pricing and risk platform. Identify the bottlenecks in our algorithm library and build prototypes that generate performance improvements required to meet the increasingly demanding needs of risk management and on-demand pricing

 

 

Knowledge and Experience

  • Postgraduate degree or PhD in Mathematics, Physics or Engineering with strong Mathematics background
  • Extensive work experience in the investment banking industry preferably within a front office derivatives trading team as a trader or quant
  • Strong technical understanding of cross asset class derivative instruments and their use within financial management organizations, with a specific focus on OTC instruments and processes for trading, risk management and valuation of these instruments
  • Strong skills in programming language (C++ or Python) and prototype and pricing library development
  • Strong background in complex derivatives modelling in one of the FX, EQ or CM asset classes
  • Drive, initiative, structured thinking, problem solving and decision making, and the ability to work unsupervised
  • Excellent networking and interpersonal skills for gathering information and negotiations with key stakeholders, such as listening and influencing skills, and relationship management
  • Strong organization and communication skills, both written and verbal, with the ability to adapt to the needs of different types of audiences
  • Ability to work comfortably across organizational boundaries, and quickly build relationships and gain credibility with colleagues at multiple levels of seniority in the organization

 

 

 

 

Intercontinental Exchange, Inc. is an Equal Opportunity and Affirmative Action Employer.  All qualified applicants will receive consideration for employment without regard to race, color, religion, gender, sexual orientation, gender identity, national origin or ancestry, age, disability or veteran status, or other protected status.

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