Job Description
Join Quantum Financial Solutions' dynamic derivatives team as an Equity Options Data Analyst. You'll be pivotal in transforming complex market data into actionable insights that drive our trading strategies. This hybrid role blends deep quantitative analysis with cutting-edge technology to optimize options pricing models and risk management frameworks. Work alongside PhD quants and senior traders in our downtown Seattle hub, with competitive benefits and growth opportunities in the fintech space.
Responsibilities
- Design, build, and maintain automated pipelines for equity options market data ingestion and cleansing
- Develop and validate quantitative models for options pricing, volatility surfaces, and risk analytics
- Create interactive dashboards and visualizations using Tableau/Power BI to track options performance metrics
- Collaborate with trading desks to analyze P&L drivers and identify arbitrage opportunities
- Document data methodologies and ensure compliance with SEC/FINRA regulations
- Lead ad-hoc projects on implied volatility skew analysis and exotic derivatives pricing
Qualifications
- Bachelor's degree in Finance, Statistics, Computer Science, or quantitative field (Master's preferred)
- 3+ years experience with equity derivatives data analysis or options pricing
- Expert proficiency in SQL and Python (Pandas, NumPy) for data manipulation
- Strong understanding of options Greeks, Black-Scholes model, and volatility modeling
- Experience with visualization tools (Tableau, Power BI) and cloud platforms (AWS/GCP)
- Familiarity with FIX protocol and market data vendors (Bloomberg, Refinitiv)
- Detail-oriented problem-solving with ability to communicate complex findings to stakeholders