layiq

/la·yiq/adjective

worthy; deserving; fitting; suitable.

A role, opportunity, or path that merits attention, time, and pursuit.

Financial Engineer at Intercontinental Exchange | LAYIQ

Develop, analyze, test, and calibrate financial models, tools, and products.
Explore and leverage cutting-edge Artificial Intelligence and Machine Learning techniques for quantitative modeling purposes.
Design, develop, recalibrate and deploy prepayment and credit models for mortgage market.
Furnish comprehensive analysis and documentation elucidating methodologies, techniques, and discoveries.
Investigate and manage large data sets, specifically panel data
Explain model behavior, carry out scenario analysis, provide guidance and analytics.
Collaborate with Research and Development on the application and development of financial tools.
Provide quantitative reports on mortgage market performance and risk factors, including their potential impact.
Explain model behavior, conduct scenario analyses, and offer guidance and analytics.
Perform ad hoc analyses and support with valuation and pricing projects.
Assist in transaction planning and structuring by contributing to credit analysis and pricing strategies.
Collaborate with business owners to design and implement interfaces for recording key indicators, and research industry best practices for analyzing and reporting performance metrics.
Develop test cases and validate systems used for analytics, pricing, risk management, and credit analysis to ensure alignment with business needs and accurate implementation.
Perform other duties as assigned.
Knowledge and Experience
Master’s degree or equivalent in Financial Engineering, Mathematics or related field.
3+ years of progressively responsible experience in a quantitative field preferred.
Proficiency in SQL, databases, scripting languages, and Python.
Creativity, Innovation, and Passion in quantitative research and modeling.
Hard worker and team player, highly self-motivated in learning and applying new techniques.
Preferred Knowledge and Experience
Ability to solve real world business problems using quantitative and computational techniques.
Ability to implement algorithms in multiple computing environments and languages.
Strong oral communication and documentation skills.
Strong understanding of financial markets and market behavior.
New York Base Salary Range

Financial Engineer

Employer job description

Responsibilities

Equal opportunity and accommodations

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