What are the responsibilities and job description for the Senior Data Scientist position at Intercontinental Exchange Holdings, Inc.?
Overview
Job Purpose
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 requires individuals to enhance and expand 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. You will also be tasked with researching new techniques of utilizing AI & ML to help further improve precision and operational efficiency. The role will require individuals to work with significantly large data sets spanning decades of historical data.
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
- Investigating Ad hoc issues and debugging pricing applications
Knowledge and Experience
- An understanding of fixed income instruments, in particular, residential MBS and whole loans
- Strong communications 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 a plus
Schedule
This role offers work from home flexibility of one day per week.
New York Base Salary Range
The expected base salary for this role if located in New York City is between 100,000 - 140,000 USD. The base salary range does not include Intercontinental Exchange’s rewarding and uncapped sales commission incentives. While we provide this range as general guidance, at ICE we compensate employees based on the skillset and experience of the individual.
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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