Job Description
Join our dynamic finance team as an Entry-Level Equity Options Data Analyst and launch your career at the intersection of finance and data science. At Quantum Financial Analytics, we empower traders and portfolio managers with cutting-edge analytics for equity derivatives. This role offers hands-on exposure to options pricing models, volatility surfaces, and market microstructure data in a collaborative, fast-paced environment.
You'll work directly with senior quants to build analytical pipelines, validate trading models, and deliver insights that drive multi-million dollar decisions. We provide comprehensive training in financial mathematics, Python/R programming, and our proprietary analytics platform. Ideal for recent graduates with strong quantitative backgrounds looking to specialize in derivatives.
Responsibilities
- Process and clean options market data from exchanges and proprietary sources
- Assist in developing pricing models for equity derivatives using Black-Scholes and binomial frameworks
- Build automated scripts for volatility surface construction and skew analysis
- Support backtesting of options trading strategies and risk metrics
- Collaborate with traders to analyze P&L drivers and position exposures
- Document methodologies and create executive dashboards for key stakeholders
- Stay updated on market events affecting options pricing and implied volatilities
Qualifications
- Bachelor's degree in Finance, Mathematics, Statistics, Computer Science, or related quantitative field
- Familiarity with options terminology (greeks, moneyness, expiration cycles)
- Proficiency in Python (Pandas, NumPy) or R for data manipulation
- Basic understanding of statistical concepts (regression, time series analysis)
- Experience with SQL for querying financial datasets
- Strong problem-solving skills with attention to detail
- Ability to learn complex financial concepts quickly
- Interest in pursuing CFA/FRM or financial modeling certifications