Job Description
Join Quantum Financial Analytics as a remote Equity Options Data Analyst and transform complex financial data into actionable insights. We're seeking a detail-oriented professional to support our derivatives trading desk by analyzing option pricing models, volatility surfaces, and market trends. This hybrid role (remote-friendly from Florida) offers competitive compensation, comprehensive benefits, and opportunities for career growth in a dynamic fintech environment. If you thrive at the intersection of finance and data science, apply today to shape the future of options trading analytics.
Responsibilities
- Develop and maintain automated data pipelines for equity options market data (IV curves, greeks, and implied volatility surfaces)
- Collaborate with traders to design and implement quantitative models for option pricing and risk management
- Create interactive dashboards using Python (Plotly/Dash) and Tableau to visualize option analytics
- Analyze large datasets to identify arbitrage opportunities and market inefficiencies
- Validate and enhance Black-Scholes and binomial tree pricing models against real-world market data
- Monitor option chain anomalies and alert trading teams to significant pricing deviations
- Document methodologies and maintain reproducible research workflows
Qualifications
- Bachelor's degree in Finance, Statistics, Mathematics, Computer Science, or related field
- 3+ years of experience in equity derivatives data analysis or quantitative research
- Proficiency in SQL for large-scale financial data extraction and manipulation
- Advanced Python skills (Pandas, NumPy, Scikit-learn) and experience with option pricing libraries (QuantLib)
- Strong understanding of options pricing models, volatility surfaces, and risk metrics (delta, gamma, vega)
- Experience with data visualization tools (Tableau, Power BI) and cloud platforms (AWS/GCP)
- Ability to translate complex financial concepts into actionable business insights