Overview

Job Purpose

The New York Stock Exchange (an Intercontinental Exchange company) is seeking a Data Scientist to join NYSE Regulation. NYSE Regulation is responsible for monitoring activities on the NYSE's equities and options markets and for addressing non-compliance with the NYSE exchanges' rules and federal securities laws. The candidate will work closely with teams across NYSE Regulation to (i) develop new and enhanced surveillances, (ii) implement a comprehensive approach to the use and maintenance of data and technology for regulatory purposes, (iii) design analytical and econometric models of trading activity, and (iv) provide direct data analytics support. The ideal candidate will be able to creatively digest and analyze large quantities of trading data, including consolidated audit trail (CAT) data, and build models and tools to detect and investigate potentially problematic trading activity.

Responsibilities

• Design models and perform analyses on large quantities of data to identify (i) trends in market activity that impact the work of NYSE Regulation's surveillance, investigation, and enforcement programs and (ii) potential violations of applicable securities laws and rules.
• Use predictive modeling, machine learning, and advanced statistical methods to design, develop, and implement automated surveillances.
• Research, develop, and design new surveillances to identify potential misconduct on the NYSE exchanges.
• Build surveillance prototypes using CAT data.
• Refine surveillance prototypes to address changing market conditions.
• Monitor developments and trends associated with market structure and trading on the NYSE exchanges.
• Work closely with NYSE Regulation staff to understand surveillance requirements and related exchange rules.
• Participate in periodic surveillance assessment reviews and implement enhancements to working prototypes.
• Assist with user acceptance testing and support.
• Represent NYSE Regulation in working groups and industry initiatives.

Knowledge and Experience

• Bachelor's degree in computer science, data science, finance or mathematics with a minimum of eight years of experience or a master's degree with a minimum of four years of experience.
• Strong knowledge of SQL, Python, data-structured languages, and big data.
• Hands-on experience building statistical, machine learning, and deep learning models.
• Previous experience with management of trade surveillance systems desirable.
• Developed understanding of equities and options trading, market structure, and securities laws, regulations and rules highly desirable.
• Intellectual curiosity and an ability to grasp broader needs of business and regulation stakeholders.
• Ability to work in a fast-paced, demanding, and collegial environment while handling multiple projects at the same time.

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.

#LI-RS1

#LI-Hybrid

Intercontinental Exchange is an Equal Opportunity Employer and is committed to diversity in its hiring and business practices. All qualified candidates are encouraged to apply.

Minimum Salary: 31200.00 Maximum Salary: 31200.00 Salary Unit: Yearly