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Senior Quantitative Analyst
Intercontinental Exchange
Santa Monica, CA, United States
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JOB DESCRIPTION
This individual will research, develop, maintain and support a wide variety of quantitative models and methodologies for the valuation and risk measures calculation of fixed income securities and equities.
Duties and Responsibilities
• Develop and maintain both valuation and risk models for fixed income securities and equities, including their derivatives (e.g. swaps, preferred stocks, convertibles, ADRs/GDRs, mutual funds, ETFs. index futures, stock options, warrants).
• Activate new fixed income security and equity types in the existing analytic system.
• Work closely with the development team and the quality assurance team to ensure timely releases of the product with enhanced capabilities and the highest quality.
• Conduct independent research for the development of quantitative models and risk management framework for fixed income securities, equities and their derivatives with high quality research papers and presentations for our clients and prospects.
• Provide analytic support and consulting to both internal and external users on issues related to quantitative modeling and valuation of fixed income securities, equities and their derivatives.
Knowledge and Experience
• Advanced degree (Master's or PhD) in a quantitative field (e.g. mathematics, physics, engineering and finance).
• Advanced trainings in statistical inference, time series analysis, machine learning and Monte Carlo simulation.
• Solid programming skills in C/C++, Python and SQL.
• Strong interest in working in finance/quantitative analysis. Prior experience in fixed income and equity modeling/analytics preferred but not required.
• Highly motivated, eager to learn and grow. Both a self-starter and a team player.
• Occasional travel may be required (2-3 times per year).
Core Competencies
Competencies are the skills and behaviors that are critical both to your personal performance and to ICE’s continued success. The core competencies apply to every member of staff working for ICE.
Teamwork
• Offers time and/or assistance to colleagues; is widely regarded and respected as someone to go to for help
• Fosters friendly and cooperative relationships with others; colleagues enjoy working with the
• employee
• Shares knowledge and mentors staff; works to develop others’ knowledge as well as own
• Gives and shares credit as appropriate
• Contributes to recruiting and training efforts of others, including candidate referrals, job interviews and mentoring
• Attends and participates in company and department level functions inside and outside of the office
Problem-Solving & Decision-Making
• Demonstrates an understanding of the urgent nature of our business and the need to proactively find and fix problems quickly and effectively takes ownership and follows through on decisions; doesn’t minimize or forget about problems
• Determines and fixes root causes rather than just treating symptoms
• Applies novel techniques to solve problems that are more ambiguous; challenges long-held beliefs when necessary
• Quickly and effectively identifies alternative solutions and the pros/cons of each; confirms that a proposed solution has no unintended consequences
• Takes steps to mitigate risk
• Consults with colleagues and recommends solutions based on the best interests of customers and shareholders, even when the opinion is unpopular
Communication
• Actively listens and speaks to, not over, others
• Uses clear and constructive language orally and in writing
• Communicates important developments to the relevant and appropriate audiences in a timely and consistent manner
• Asks follow-up questions to ensure all points are understood
• Takes time to objectively listen to all viewpoints before forming an opinion
• Builds consensus among differing views
Professionalism & Integrity
• Makes a positive impression; represents the company well on the phone and in person, including maintaining attire and appearance that is consistent with company image and appropriate for employee’s role
• Models a ‘can-do’ attitude and takes initiative as a self-starter; inspires and motivates others to do the same
• Embraces, rather than resists, additional responsibilities
• Refrains from office gossip; settles rather than creates conflict with and between others
• Exhibits desired work habits including regular office hours and extra hours when necessary while minimizing breaks and non-work related activities
• Adheres to all corporate policies; makes prudent use of company resources
FULL TIME / PART TIMEFull time
Intercontinental Exchange
ICE is an Equal Opportunity Employer. All qualified applicants will receive consideration without regard to race, color, religion, gender, sexual orientation, gender identity, national origin or ancestry, age, disability or veteran status, or other protected status.