Job Purpose
Responsible for development of C++ libraries for financial modeling used to forecast mortgage pre-payment and credit behavior. Utilizes other languages such as Python, R, C#, PowerShell, and HTML/JavaScript for writing unit tests, visualizing results, distributed computing, and automating run scripts. Monitors and improves quality, ensures 'best practice' development techniques, and works closely with client support, modelers, business analysts, and financial engineers in development and implementation of application programs, as well as continued enhancements.
Responsibilities
- Designs, implements, code reviews and tests C++ libraries in an agile methodology, including post implementation maintenance and support
- Develops tools to call C++ libraries in languages such as Python, R, C#, and PowerShell
- Visualizes model results in Excel or HTML and JavaScript
- Designs unit test cases and test processes to ensure the business needs are met and analytics are correctly implemented
- Develops processes and tools that encourage continuous performance improvements to support product quality, growth and satisfaction
- Partners with business and technology leadership to define, prioritize and achieve strategic objectives related to approved application development projects and platforms
- Identifies opportunities to deliver business value through business process improvement, organizational change and/or technology integration
- Implements best practices to ensure that all core development processes are fully documented, supportable, and in compliance with applicable regulations
- Regularly communicates the status of application development to all impacted stakeholders
- Performs other related duties as assigned
Knowledge and Experience
- Bachelors and Masters in Computer Science, Information Systems, Finance, Statistics, Mathematics or similar field is required
- 5+ years of industry experience in C++ is required
- Experience with programming languages such as Python, C#, HTML, and JavaScript
- Experience writing SQL and working with databases
- Experience and openness to writing unit tests and performing code reviews
- Versed in version control best practices and is comfortable using git repositories
- Working knowledge with statistical languages such as SAS and R a plus
- Experience developing, implementing, or supporting behavioral driven or predictive analytic software models a plus
- Experience in the Financial or Financial Services industry a plus
- Knowledge of financial theory and the behavior of various financial markets a plus
Schedule
This role offers work from home flexibility of one day per week.
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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