Job Description
Job Purpose
The successful candidate will join ICE’s Global Quantitative Research team, which develops and supports enterprise-level quantitative models and systems. This role focuses on research and development of models for ICE Data Services and Clearing Houses, with direct exposure to interest rate, equity, credit, and commodity derivatives.
The position requires strong quantitative finance expertise, programming proficiency, and mathematical rigor. Effective communication across multidisciplinary teams is essential.
Responsibilities
Build models to price ETD and complex derivatives across all asset classes.
Model volatility surface dynamics for liquid and illiquid assets
Drive clearing house margin, stress and collateral management models R&D.
Contribute strongly to “hands-on” and ad-hoc requests for development and solutions in time-critical situations.
Intera...