The Lost Legion Ice Marine is an enemy in Borderlands: The Pre-Sequel
A Cyro-oriented Marine of the Lost Legion. They can be deadly if there are a lot of other Lost Legion around because of the damage output boost from the slowed Vault Hunter.
Aim for the head.
Taking damage from these Marines can cause something of a Glitch in the PC version. Even after the Cyro wears off, you can still be slowed. Just Save Exit to fix.