✦ Luna Orbit — Data & Analytics

Senior Analyst, Global Quantitative Research

at Intercontinental Exchange

Hybrid Posted March 29, 2026
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Position Details

Type Not Specified
Experience mid
Exp. Years 2+ years
Education PhD or MSc in Physics, Mathematics, Quantitative Finance, Statistics, or a relevant scientific field
Category Data & Analytics

About this role

Join ICE's Global Quantitative Research team to drive risk analysis and derivatives pricing models across multiple asset classes, supporting clearing, trading, and risk management activities.

Key Responsibilities

  • Drive clearing house margin, stress and collateral management models R&D
  • Define business requirements and specifications for model upgrades and enhancements
  • Perform risk analysis and develop risk solutions for new products across all asset classes
  • Model specific risks such as concentration charges and wrong way risk
  • Document and present risk models and risk reports for clearing members, regulators, risk committees and boards

Technical Overview

Heavy emphasis on mathematical finance, derivatives pricing, and risk management with C++ and Python proficiency; strong time series and statistical analysis capabilities; experience with cross-asset product development.

Ideal Candidate

The ideal candidate is a senior quantitative researcher with a PhD/MSc in a quantitative field, strong C++ and Python skills, and demonstrated experience in derivatives pricing and risk management within financial institutions.

Must-Have Skills

PhD or MSc in PhysicsMathematicsQuantitative FinanceStatisticsor a relevant scientific fieldStrong mathematical knowledge of financial derivatives pricing and risk management modelsStrong C++ and PythonCapable of working under pressureExcellent quantitativeanalytical and problem solving skills

Nice-to-Have Skills

Experience with quantitative finance fields from financial institutionsProven record designing or implementing quantitative finance models

Tools & Platforms

PythonC++

Required Skills

PhD or MSc in PhysicsMathematicsQuantitative FinanceStatisticsor a relevant scientific field; Strong mathematical knowledge of financial derivatives pricing and risk management models; Strong C++ and Python; Time series analysis; Statistics; Derivatives pricing; Risk management; Quantitative finance

Hard Skills

PhD or MSc in PhysicsMathematicsQuantitative FinanceStatisticsor a relevant scientific fieldMathematical knowledge of financial derivatives pricing and risk management modelsC++PythonTime series analysisStatisticsDerivatives pricingRisk managementQuantitative finance

Soft Skills

AnalyticalCommunicationDetail-orientedIndependenceTeam collaboration

Industry & Role

Industry Fintech
Job Function Lead quantitative model research and development for ICE's Clearing operations across asset classes
Role Subtype Senior Analyst
Tech Domains Python, C++

Keywords for Your Resume

Senior AnalystGlobal Quantitative ResearchC++Pythonderivatives pricingrisk managementtime series analysisstatisticsphdmscquantitative financefinancial institutionsICEintercontinental exchangehybrid2+ yearsquantitative modelsPhDMScQuantitative Finance

Deal Breakers

Lack of PhD or MSc in a quantitative field, Lack of strong C++ and Python skills, Inability to work under pressure in a deadline-driven environment

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