(Tier 1) Analyst in the US-region is part of the front-line market data quality team responsible for monitoring, validating and onboarding cross asset derivatives and listed market pricing into ICE Data Services systems and downstream products.

The role owns the US leg of the global 24/5 follow-the-sun coverage model, taking handover from EMEA and handing over to APAC. The analyst is accountable for the integrity of real-time and end-of-day data during Americas market hours.

Responsibilities

Data Quality Ownership Accountable for monitoring and validation of cross asset raw and derived market data across all in-house analytical and monitoring tools.

Own alerts quality and throughput: staleness and obsolescence breaches, threshold breaches, data jumps, source connectivity failures, scheduler and importer failures, and validation-cache rejections.

Govern manual interventions such as manual fixings and uploads, assistance or manual flow entry, price modifications and suspect clearing, with documented reason codes and a four-eyes check on material overrides.

Own the accuracy of reference and configuration data in scope of T1: trading hours and cut-off windows, holiday calendars, staleness thresholds, and source mappings.

Drive root cause analysis on recurring data defects and convert findings into permanent fixes, threshold changes or automation rather than repeated manual correction.

Client Query and Incident Management Own the US queue of client and internal data queries end to end, including provider challenges and formal dispute resolution.

Ensure accurate real-time and historical responses to data-related queries, with traceable evidence attached to every response.

Declare, document and drive incidents to closure; produce post-incident reviews with concrete corrective actions and named owners.

Manage communication with stakeholders during outages and degraded data conditions using approved templates.

AI-Enabled Analytics and Automation Set and execute the automation roadmap for the team: identify the highest-toil manual tasks each quarter and deliver measurable reductions.

Knowledge and Experience

BA / BSc in Finance, Economics, Business, Statistics, Financial Engineering, Mathematics or a related quantitative discipline.

2+ years in market data operations, trade or data support, or financial data quality.

Experience owning an incident or escalation process in a production environment.

Working knowledge of cross asset instruments: interest rate swaps and options, OIS and SOFR-based curves, FX spot, forwards, swaps and options, listed equities and options, commodity futures, bonds and credit derivatives.

Understanding of the US market structure the team supports: NYSE, Nasdaq and regional venues, OPRA and listed options, CME and ICE futures, US Treasury and SOFR benchmarks, and composite construction.

Familiarity with end-of-day processing, settlement and official closing prices, the impact of corporate actions on pricing, and security identifiers (ISIN, SEDOL, CUSIP, RIC, MIC).

Calm and decisive under production pressure; makes a defensible call with incomplete information and documents the reasoning.

Clear written communication: can explain a data defect to a trader, a developer and an auditor in the language each one needs.

Organized and detail oriented, with the discipline to keep documentation and evidence current.

Collaborative across regions and time zones; treats the handover partner as a peer, not a queue.

#LI-MK2 Intercontinental Exchange, Inc. is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to legally protected characteristics.