Overview:
Job Purpose
We are seeking a highly skilled software developer with experience in capital markets, particularly in Mortgage-Backed Securities (MBS) and/or Collateralized Mortgage Obligations (CMO). This role is central to the development and enhancement of our Prepayment and Option-Adjusted Spread (OAS) computational engines, which are critical to our Structured Evaluations platform.
Responsibilities
- Serve as a technical leader within the Structured Evaluations space, driving innovation and performance improvements across our analytics infrastructure.
- Collaborate closely with our Data Science and Product teams to integrate complex financial models into scalable, high-performance systems.
- Design, develop, and maintain core components of our grid engines using C++ and Java, with a strong emphasis on numerical accuracy and computational efficiency.
- Translate domain-specific requirements into robust software solutions that support pricing, risk, and valuation workflows.
Knowledge and Experience
- Bachelor’s degree in Computer Science, Financial Engineering or a related field,
- 7+ years of proven experience in software development with a good understanding of capital markets and fixed income analytics.
- Proficiency in C++ with demonstrated success building high-performance, multi-threaded applications.
- Basic familiarity with OAS modeling, yield curve construction, and related quantitative finance concepts.
- Ability to work in a fast-paced, collaborative environment with cross-functional teams including quants, product managers, and other engineers.
Preferred Knowledge and Experience
- Strong Java skills are highly preferred as well as a willingness and desire to further develop the Java proficiency.
- Experience working on structured products analytics platforms or within a fixed income trading or risk management environment.
- Exposure to quantitative libraries or frameworks used in capital markets (e.g., Intex, proprietary pricing engines).
- Knowledge and practical experience with AI-assisted development tools such as GitHub Copilot, Claude, Cursor, or similar platforms.
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Intercontinental Exchange, Inc. is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to legally protected characteristics.