Job Description
We're seeking a highly skilled Equity Options Data Analyst to join our dynamic financial team in Baltimore. This immediate hire role requires expertise in options pricing models, market data analysis, and statistical modeling to drive strategic investment decisions. You'll collaborate with traders and portfolio managers to transform complex financial data into actionable insights, supporting our mission to optimize equity derivatives strategies.
Responsibilities
- Analyze equity options market data using SQL, Python, and R to identify pricing inefficiencies
- Build and maintain options pricing models (Black-Scholes, Binomial Tree)
- Develop automated reporting dashboards for options risk metrics
- Conduct backtesting of options strategies using historical data
- Collaborate with traders to interpret market trends and volatility surfaces
- Document methodologies and validate analytical outputs
Qualifications
- 3+ years in equity derivatives data analysis or quantitative finance
- Advanced proficiency in Python (Pandas, NumPy) and SQL
- Strong understanding of options Greeks (Delta, Gamma, Vega, Theta)
- Experience with options pricing models and market data feeds
- Master's degree in Finance, Mathematics, Statistics, or related field
- CFA or FRM designation preferred
- Proven ability to translate complex data into business insights