Summer Internship Program 2026 - Quantitative Research Intern

Job Purpose

The ICE Internship Program offers a dynamic opportunity to combine hands-on, impactful work on projects that shape our business, alongside practical career and professional development. You'll build meaningful connections, strengthen your interpersonal skills, and contribute in ways that truly make a difference.

Beyond your day-to-day responsibilities, you'll participate in weekly sessions led by industry leaders, connect with fellow interns, and deepen your understanding of the financial services, technology, and mortgage industries.

The Quantitative Research Intern will contribute to research problems, such as testing new pricing functions, volatility models, or other model features.

Responsibilities

• Assist in building and refining pricing models for derivatives across various asset classes, such as interest rates, equities, commodities, and credit.
• Participate in back testing of margin and risk models, including generating scenarios and analyzing performance.
• Contribute to the development and upkeep of quantitative libraries, focusing on automation and system integration.
• Help document methodologies, model assumptions, and validation results to support transparency and reproducibility.
• Perform additional duties and contribute to projects as assigned

Knowledge and Experience

• Must be currently pursuing a master's degree or higher in Financial Engineering, Mathematics, Computer Science, or a related field
• Strong mathematical skills with the ability to apply quantitative reasoning to complex problems
• Proficiency in programming using Python and/or C++, with experience in data analysis or model development
• Demonstrates strong written and oral communication skills

Internship Program Schedule
To accommodate varying academic calendars, the ICE Internship Program offers two schedule options:

• Option 1: May 18, 2026 - August 7, 2026
• Option 2: June 8, 2026 - August 21, 2026

Candidates will be asked to select their preferred session during the application process.

Please Note: Interns must be available to work full-time, five days a week, at our Atlanta office for the entire duration of one of the designated program schedules. Partial participation or alternate dates cannot be accommodated.

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