Job Description
Join Quantum Financial Analytics as an Entry Level Equity Options Data Analyst and launch your career at the intersection of finance and data science. Our Chicago-based team empowers traders and portfolio managers with actionable insights from complex derivatives data. You'll work in a collaborative environment where analytical rigor meets market innovation. This role offers structured mentorship and exposure to real-world equity options valuation models, volatility surfaces, and risk analytics. If you're passionate about turning raw financial data into strategic intelligence, this is your gateway to Wall Street-level opportunities in the Midwest.
Responsibilities
- Analyze equity options pricing data using SQL and Python to identify market anomalies and trading opportunities
- Build and maintain datasets for volatility surfaces, implied volatility curves, and Greeks calculations
- Support the development of automated options valuation models using Monte Carlo simulations
- Collaborate with traders to generate post-trade analysis reports and P&L attribution
- Create interactive dashboards in Tableau/Power BI for options flow and risk exposure monitoring
- Assist in backtesting options strategies using historical market data
- Document data methodologies and ensure compliance with SEC/NFA regulations
Qualifications
- Bachelor's degree in Finance, Mathematics, Statistics, Computer Science, or related field
- 1-2 years of academic or internship experience with equity derivatives or options pricing
- Proficiency in SQL for data extraction and manipulation
- Strong Python skills with libraries (Pandas, NumPy, Scikit-learn)
- Knowledge of options Greeks (Delta, Gamma, Theta, Vega) and basic valuation models
- Familiarity with financial APIs (Bloomberg, Refinitiv) or market data feeds
- Ability to communicate complex quantitative concepts to non-technical stakeholders
- Detail-oriented approach with proven problem-solving abilities