New

Principal Engineer, Quantitative Data Science

Intercontinental Exchange
life insurance, 401(k)
United States, New York, New York
1345 6th Avenue (Show on map)
Apr 18, 2025
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 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 Knowledge and Experience 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 Experience using AI & ML techniques to solve complex multi-dimensional problems is advantageous New York Base Salary Range The expected base salary for this role, if located in New York, is between $163,046 - 210,389 USD. The base salary range does not include Intercontinental Exchange's incentive compensation. While we provide this range as general guidance, at ICE we compensate employees based on the skillset and experience of the individual. Regular full-time ICE employees are eligible for a suite of competitive employee benefits, including healthcare coverage (medical, dental and vision), a 401(k) plan, life insurance, time off, and paid leave for qualifying circumstances. Intercontinental Exchange, Inc. is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to legally protected characteristics.