Intercontinental Exchange Company Profile

Senior Quantitative QA Analyst at Intercontinental Exchange (Atlanta, GA)

About the Employer

Job Description

Job Purpose We are looking for a Senior Quantitative QA Analyst that is results-oriented, self-motivated and has the ability to thrive in a fast-paced environment. This role requires frequent interaction with project managers, developers, product managers, and risk management/quantitative analysts in order to ensure that we deliver a quality trading platform to our users. Analytical skills and ability to understand and test quantitative risk assessment/margin calculation models are crucial for the role. Responsibilities Review functional, technical and design requirements with quantitative models terminology and produce comprehensive test strategies, scenarios and test cases Analyze pricing data to identify pricing model problems Responsible for validating statistical and mathematical models Perform all aspects of testing, including functional, regression, system and integration testing Develop, document, maintain, execute and evaluate manual or automated test cases and report test results Create test plans, test strategies and test summary reports Support multiple projects as directed and apply software testing principles, methodologies and concepts efficiently Defect tracking and resolution Provide production support as and when needed Working with internal groups to identify and resolve any issues identified during testing Provide testing support after hours for release deployments Interact closely with other development and quality assurance teams Knowledge And Experience Bachelors Degree or equivalent in Engineering, Finance, Applied Math, Statistics, Computer Science or related field; Masters Degree preferred 2+ years experience working with scientific or financial models or statistical analysis 3+ years experience in QA position or equivalent role 2+ years experience with commodity markets, financial trading environment, or equity brokerage business and exposure to futures markets Ability to interpret quantitative algorithms and understand spreadsheets containing financial formulas Ability to implement quantitative algorithms and develop automated tests using a scripting/programming language (VBScript, Python or C#) Exposure to programming in R or MatLab is a plus Ability to write and execute customized SQL queries against Oracle DB Ability to calculate customized statistics on large sets of data Ability to understand and use spreadsheets containing financial engineering formulas Ability to easily adapt to changing priorities and effectively alter goals Must have understanding of derivatives markets and options/asset pricing models Robust knowledge of options Pricing Experience with test automation tool a plus Excellent analytical, problem-solving, communication and interpersonal skills Ability to effectively collaborate with team members in different roles (quality assurance, application/database development, quantitative analysis/model design, systems analysis, project management) Must be a hard worker and team player Must be a self-starter who is able to work independently and productively under pressure Strong organizational skills and decision making ability Ability to set priorities and multi-task in a fast paced environment Track record of completing assignments on time with a high degree of quality Some experience with software testing methodology and test execution would be a plus but not required Additional Information Job Type Standard Schedule Full-time