Data Scientist

ice

New York City, NY

Full Time

Mid Level

106k-140k

28 days ago

Job Description

About the Role

We are looking for individuals with a background in statistical modelling and finance to join our data science team at Intercontinental Exchange. We require candidates to have experience building, enhancing, or supporting products related to fixed income securities. The role involves enhancing and expanding proprietary algorithms designed to bring transparency and standardization to the fixed income market. You will join a fast-paced team of quants and data scientists tasked with evolving modeling techniques to improve precision and scale across millions of bonds. The role also includes researching new techniques of utilizing AI & ML to further improve precision and operational efficiency, working with large historical data sets.

Key Responsibilities

Learn, research, implement and maintain pricing models for the primary and secondary mortgage markets
Work closely with engineering and data science teams to procure, analyze and validate data sources
Work closely with product support teams to validate methodologies
Investigate ad hoc issues and debug pricing applications

Requirements

An understanding of fixed income instruments, in particular, residential MBS and whole loans
Strong communication skills
Hands-on experience utilizing R, Python and/or SQL
3+ years of experience doing data analysis
Masters or higher in Computer Science, Math, Physics, Engineering, or related quantitative field
Experience using AI & ML techniques to solve complex multi-dimensional problems is advantageous
Exposure to C++ is a plus

Qualifications

Masters or higher in Computer Science, Math, Physics, Engineering, or related quantitative field
3+ years of experience doing data analysis

Benefits & Perks

The expected base salary in New York City is between $106,100 - 140,300 USD
Rewarding and uncapped sales commission incentives

Working at ice

Intercontinental Exchange, Inc. is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to legally protected characteristics.

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