Job Description

Job Purpose

Intercontinental Exchange (ICE) is looking for a Junior Quantitative Engineer for a role this summer. This internship role provides an opportunity to gain exposure to the Financial Exchange & Clearing industry while working for an industry leader. ICE intends to use this internship role as a pipeline for full time recruiting next year (assuming business need allows).

You must be results-oriented, self-motivated and have the ability to thrive in a fast-paced environment. Analytical skills and the ability to understand and test quantitative risk assessment/margin calculation models are crucial for the role.

Responsibilities

• Develop reference implementations for testing platform applications, based on technical business requirements
• Implement, maintain, and troubleshoot test harnesses, including implementations for various quantitative models
• 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 (in process)
• 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 use Python code and spreadsheets containing financial engineering formulas
• Must have an understanding of derivatives markets and options/asset pricing models
• Progress toward CFA, FRM, or similar credentials a plus
• 3+ years’ experience with commodity markets, financial trading environment, or equity brokerage business and exposure to futures markets is a plus
• Must have excellent communication skills

Schedule

This role offers work from home flexibility of one day per week.

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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