Job Description
Join our dynamic finance team as an Equity Options Data Analyst and transform complex market data into actionable insights. You'll drive strategic decisions by analyzing option pricing models, volatility surfaces, and hedging strategies in one of Wall Street's most critical niches. This role offers unparalleled exposure to institutional trading desks and cutting-edge quantitative analytics.
We provide comprehensive benefits including performance bonuses, flexible work arrangements, and continuous learning opportunities. Our state-of-the-art Midtown Manhattan office offers stunning skyline views and collaborative workspaces designed for innovation.
Responsibilities
- Design and implement automated data pipelines for options market data (IV curves, greeks, and implied volatilities)
- Develop proprietary models for option pricing, risk assessment, and exotic derivatives analysis
- Collaborate with traders to optimize execution strategies using quantitative backtesting
- Generate real-time dashboards for P&L attribution and risk exposure monitoring
- Conduct ad-hoc analysis for regulatory reporting and compliance requirements
- Maintain data integrity across multiple market data feeds (Bloomberg, Refinitiv, etc.)
Qualifications
- 3+ years of experience in equity derivatives data analysis or quantitative finance
- Advanced proficiency in Python (Pandas, NumPy) and SQL
- Strong understanding of Black-Scholes and other option pricing models
- Familiarity with volatility surface construction and interpolation methods
- Experience with visualization tools (Tableau, Power BI, or Plotly)
- Bachelor's degree in Mathematics, Statistics, Finance, or related field
- CFA/FRM designation or advanced degree preferred