As a Lead Python SDET at Intercontinental Exchange, you will design and implement Python-based test frameworks, harnesses, and tools that validate ICE’s clearing margin calculation models and related systems. Working with product managers, developers, and quantitative analysts, you will translate business, system, and quantitative model requirements into reliable validation solutions. You will establish Python engineering best practices, guide and review the work of other team members, and help ensure the correctness, performance, and stability of business-critical clearing technology. This role requires strong software development expertise, familiarity with financial mathematics, and a results-oriented approach in a fast-paced environment.
Responsibilities
Architect, build, and maintain scalable Python test frameworks, harnesses, and tools for validating ICE’s clearing margin calculation models and related systems
Translate business, system, margin methodology, and quantitative model requirements into validation strategies, scenarios, and test cases
Develop reusable Python libraries, data-processing components, diagnostics, and integrations that improve validation coverage, accuracy, and efficiency
Establish and enforce Python engineering standards for architecture, coding practices, packaging and deployment, documentation, testing, and maintainability
Assess the correctness, numerical precision, performance, and stability of complex algorithms, margin calculations, and quantitative models
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Lead technical delivery by decomposing work, guiding implementation, reviewing designs and code, mentoring team members, and resolving complex issues
Partner with QA, engineering, product, and quantitative risk teams to integrate validation solutions into delivery workflows and investigate defects across complex logic and system interfaces
Knowledge and Experience
Bachelor’s degree or higher in Computer Science, Financial Engineering, Mathematics, or a related field
7+ years of relevant software development experience with expert-level Python skills, including object-oriented design, modular architecture, packaging, dependency management, debugging, and performance optimization
Demonstrated experience designing and maintaining reusable Python frameworks, test harnesses, libraries, developer tools, and data-validation utilities
Proficiency in UNIX/Linux environments and Oracle databases, including development and optimization of complex SQL queries
Ability to interpret technical requirements, financial engineering formulas, clearing margin methodologies, and quantitative models
Experience across the full software development lifecycle using Agile methods, source control, code review, and continuous integration practices
Strong analytical, problem-solving, troubleshooting, and decision-making skills, particularly for numerical, data-quality, and system-integration issues
Proven technical leadership, including establishing best practices, communicating design decisions, decomposing and coordinating work, mentoring developers, and providing constructive code and design reviews
Understanding of derivatives markets, clearing, margin calculation, and portfolio risk concepts such as VaR and parametric or historical simulation is strongly preferred
Intercontinental Exchange, Inc. is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to legally protected characteristics.
