Principal Engineer – Quantitative Data Science
| Company | Intercontinental Exchange |
|---|---|
| Location | New York, NY, USA |
| Salary | $163046 – $210389 |
| Type | Full-Time |
| Degrees | Master’s |
| Experience Level | Senior, Expert or higher |
Requirements
- An understanding of fixed income instruments
- Strong communications skills
- Hands on experience utilizing Python, R and SQL
- 6+ years of experience doing data analysis in a fixed income setting
- Masters’ or higher in Computer Science, Math, Physics, Engineering, or related quantitative field
Responsibilities
- Learn, research, implement and maintain pricing models for fixed income securities
- Work closely with engineering, product and data science teams to procure, analyze and validate data sources
- Work closely with product & product support teams to validate methodologies
- Investigating Ad hoc issues and debugging pricing applications
Preferred Qualifications
- Experience using AI & ML techniques to solve complex multi-dimensional problems is advantageous