Job Description
Are you a data-driven professional with a deep understanding of financial markets? Apex Quantitative Strategies is seeking a highly skilled Equity Options Data Analyst to join our elite team in New York. In this pivotal role, you will leverage advanced statistical techniques and proprietary data pipelines to drive our options trading strategies and risk management frameworks.
We are looking for a thinker who thrives in a fast-paced environment, capable of transforming complex market volatility data into actionable intelligence. If you possess a passion for derivatives and a knack for data architecture, we want to hear from you.
Responsibilities
- Design, develop, and maintain robust data pipelines for high-frequency equity options and derivatives data.
- Perform complex quantitative analysis to support options pricing models and volatility surface modeling.
- Collaborate closely with quantitative researchers and traders to identify market trends and arbitrage opportunities.
- Ensure data integrity and accuracy by auditing large-scale financial databases and implementing validation checks.
- Create automated visualization dashboards to monitor market dynamics, Greeks, and risk exposure in real-time.
- Develop and optimize SQL queries to extract and manipulate data from multi-terabyte financial repositories.
Qualifications
- Master’s degree in Statistics, Mathematics, Physics, Finance, or a related quantitative field.
- Minimum of 3-5 years of experience in data analysis, specifically within equity options, derivatives, or financial markets.
- Expert proficiency in Python (Pandas, NumPy, Scikit-learn) or R for data manipulation and statistical modeling.
- Strong command of SQL for querying and managing large-scale financial datasets.
- Familiarity with options pricing theories (Black-Scholes, Binomial) and the calculation of Greeks (Delta, Gamma, Vega, Theta).
- Experience with data visualization tools such as Tableau or PowerBI is highly preferred.