{"id":3201333,"url":"https://alion.io/job/intercontinental-exchange-senior-analyst-risk-management-ftc","title":"Senior Analyst, Risk Management FTC","company":{"id":58612,"name":"Intercontinental Exchange","domain":"ice.com","url":"https://alion.io/company/intercontinental-exchange","size_band":"1001-5000","is_staffing_agency":false,"employer_type":"direct","is_intermediary":false,"listed_via":null,"ats_vendor":"Jibe","truth_index":{"grade":"B","score":80,"open_postings":37,"ghost_share":0,"stale_share":1,"repost_share":0,"time_to_fill_p50_days":19,"computed_at":"2026-10-28T05:59:10Z"}},"role":"Analytics","role_family":"Analytics","seniority":"senior","employment_type":null,"work_mode":"on_site","remote_scope":null,"remote_scope_basis":null,"remote_working_hours":null,"hiring_geo_confidence":"structured","locations":["London, United Kingdom"],"countries":["GB"],"hiring_countries":[],"hiring_countries_total":0,"salary":null,"salary_estimate":{"min_usd":62000,"max_usd":116000,"period":"year","method":"role_seniority_country_remote_cell","sample_n":68},"experience_years_min":3,"visa_sponsorship":false,"relocation_package":false,"has_equity":false,"technologies":[{"name":"NumPy","optional":false},{"name":"Pandas","optional":false},{"name":"Python","optional":false},{"name":"SQL","optional":false}],"status":"live","first_seen_at":"2026-08-26T14:04:00Z","employer_posted_date":"2026-10-24","last_verified_at":"2026-10-29T03:21:58Z","board_verified":true,"closed_at":null,"days_open":63,"trust":{"level":"ok","repost_count":null,"flags":[],"days_open":63},"description":"Job Purpose\nWith approximately 5 million contracts cleared every day across multiple asset classes, ICE Clear Europe (ICEU) is one of the world’s most diverse and leading clearing houses. As a clearing house, ICEU performs a critical role in ensuring market stability especially through periods of volatility and increased uncertainty. It provides central counterparty clearing and risk management services for global energy, interest rate, equity index, and agricultural derivatives.\nWe leverage advanced quantitative models to effectively manage market risk for exchange-traded derivatives, credit risk of clearing members and counterparties, and liquidity risk associated with posted collateral. Our risk framework ensures resilience in dynamic market conditions while upholding the highest regulatory and operational standards.\nThe Model Risk Management team, part of the Risk Oversight Department, is responsible for all aspects of model risk, encompassing model governance & control, model validation, and model performance monitoring across a wide range of applications.\nICE Clear Europe is seeking a Senior Model Risk Analyst to join its Model Risk Management team. This role is responsible for validating and monitoring pricing and risk models used in the clearing house, ensuring their accuracy, robustness, and compliance with regulatory standards. The position involves end-to-end model risk assessment across initial margin, add-ons, and stress testing frameworks, with a focus on market, credit, and liquidity risk.\nThis is an exciting opportunity for a technical expert looking for broad model exposure in a collaborative and flat organizational structure at the centre of financial markets.\nResponsibilities\nConduct independent validation of risk and pricing models and review of stress testing frameworks, including conceptual soundness, assumption reasonableness, and performance benchmarking.\nDocument validation findings, communicate risks, and recommend improvements.\nContinuously monitor model performance, review first-line risk management monitoring approaches, and identify and drive model changes or risk mitigating actions.\nProvide guidance on model usage and act as a key stakeholder liaison for new models and changes\nReview model change and calibration proposals\nStay updated on evolving market practices, regulatory requirements, and quantitative methodologies.\nProvide technical interpretations to regulatory text\nUtilise programming skills to execute validation tasks and develop technical capabilities and tools for model testing, model monitoring and other related analytics.\nKnowledge and Experience\nAdvanced degree (MSc/PhD) in Mathematics, Statistics, Quantitative Finance, or related field.\n3+ years of experience in model validation, quantitative analysis, or risk analytics.\nStrong knowledge of market, credit, or liquidity risk frameworks.\nProficiency in Python (NumPy, Pandas, etc.) and SQL for data analysis.\nStrong understanding of option pricing theory and statistical risk modelling techniques (VaR, Backtesting, Stress Testing).\nExcellent verbal and written communication skills.\nDesirable Knowledge and Experience\nIndustry certifications (PRM, FRM, CFA).\nExperience in a clearing house, trading firm, bank or similar financial institution.\nKnowledge of SR 11-7 model risk guidelines 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