Job Description
Join our dynamic finance team as an Equity Options Data Analyst and drive data-driven decisions in the fast-paced derivatives market. We're seeking a detail-oriented professional to transform complex financial data into actionable insights. This hybrid role combines cutting-edge analytics with strategic market analysis, offering significant growth potential in a top-tier financial institution.
Responsibilities
- Analyze and interpret equity options market data using SQL, Python, and statistical modeling tools
- Develop automated dashboards to track volatility surfaces, implied volatility, and risk metrics
- Collaborate with traders to validate pricing models and identify arbitrage opportunities
- Generate daily/weekly reports on option chain performance and market trends
- Optimize data pipelines for real-time options pricing and risk calculations
- Conduct ad-hoc analysis for exotic derivatives and structured products
- Maintain documentation for data sources, methodologies, and analytical models
Qualifications
- Bachelor's degree in Finance, Mathematics, Statistics, or related quantitative field
- 3+ years of experience in equity options data analysis or derivatives pricing
- Advanced proficiency in SQL and Python (Pandas, NumPy, Scikit-learn)
- Expertise in options pricing models (Black-Scholes, Binomial, Monte Carlo)
- Strong understanding of volatility surfaces, Greeks (Delta/Gamma/Vega/Theta), and risk metrics
- Experience with visualization tools (Tableau, Power BI, or Spotfire)
- Knowledge of regulatory frameworks (SEC, FINRA) for derivatives reporting