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Quantitative QA Analyst

19000749 Requisition #
Job Purpose

Intercontinental Exchange (NYSE: ICE) operates global commodity and financial products marketplaces, including the world's leading electronic energy markets and soft commodity exchange. ICE's diverse futures and over-the-counter (OTC) markets offer contracts based on crude oil and refined products, natural gas, power and emissions, as well as agricultural commodities including canola, cocoa, coffee, cotton, ethanol, orange juice, wood pulp and sugar, in addition to foreign currency and equity index futures and options. ICE conducts its energy futures markets through ICE Futures Europe, its London-based futures exchange, which offers the world's leading oil benchmarks and trades nearly half of the world's global crude futures in its markets. ICE conducts its soft commodity, foreign exchange and equity index markets through its U.S. futures exchange, ICE Futures U.S., which provides global futures and options markets, as well as clearing services through ICE Clear U.S. ICE's state-of-the-art electronic trading platform brings market access and transparency to participants in more than 50 countries. 

You must be results-oriented, self-motivated and have the ability to thrive in a fast-pace 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.

  • Develop reference implementations and implement financial models to facilitate testing platform applications, based on technical and quantitative business requirements
  • Review technical requirements with symbolic mathematics and 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 suites of 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 and 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 a plus
  • Value at Risk (VaR), SPAN, Historical Simulation, or other portfolio risk management understanding a plus
  • Must have excellent communication skills

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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