✦ Luna Orbit — Data & Analytics

Untitled Position

at Company

Unknown Posted March 29, 2026
Type Not Specified
Experience mid
Exp. Years 1+ year
Education Master’s or PhD in Computer Science, Mathematics, Statistics, or related field
Category Data & Analytics

Quantitative Analyst at ICE designs, builds, and optimizes quantitative libraries and research platforms to support multiple ICE business units, including pricing and risk management across asset classes.

  • Assist in the design, development, testing, and deployment of sophisticated quantitative models across asset classes
  • Support development and implementation of pricing and calibration tools for commodities, rates, and derivatives
  • Contribute to the design and development of high-performance C++ components
  • Collaborate with Quantitative Research to define priorities and deliver custom solutions
  • Analyze large data sets, explain model behavior, and perform analytics

Strong emphasis on C++ and Python, mathematical reasoning, and low-level optimization for high-performance components used by Clearing and Valuation Services; tasks include pricing, calibration, and analytics on large data sets.

The ideal candidate is a mid-level quantitative researcher with strong C++ and Python skills, a solid mathematics background, and experience with pricing and calibration of financial derivatives.

Master’s or PhD degree in Computer ScienceMathematicsStatisticsor related fieldC++PythonStrong verbal and written communication
Strong C++ knowledgeWork experience in options pricing theoryData Analytics and Machine Learning1+ year of experience in related field
C++PythonStochastic processesProbability theoryNumerical methodsPricing & calibration toolsQuantitative modelingData analyticsMachine learning
C++PythonStochastic processesProbability theoryNumerical methodsQuantitative modelingPricing and calibration toolsData analysisHigh-performance computing
Strong verbal and written communicationAnalyticalTeam collaborationEnglish proficiency
Industry Fintech
Job Function Design, develop, and deploy quantitative models and pricing tools for ICE across asset classes
Role Subtype Quantitative Research
Tech Domains Python, C++, Mathematics, Statistics, High-Performance Computing
analystglobal quantitative researchquantitative analystpythonc++stochastic processesprobability theorynumerical methodspricingcalibration toolscommoditiesinterest ratesfinancial derivativesdata analyticsmachine learningenglish communicationpricing and calibration

Master's or PhD required in CS/Math/Stats, Strong C++ and Python knowledge, 1+ year experience in related field

Apply for this Position →

Get matched to jobs like this

Luna finds roles that fit your skills and career goals — no endless scrolling required.

Create a Free Profile