Job Description
Join our elite finance team as an Equity Options Data Analyst and drive strategic insights in one of Wall Street's most dynamic niches. We're seeking a quantitative professional to transform complex options data into actionable intelligence for our institutional clients. This hybrid role combines deep financial modeling with cutting-edge analytics to optimize trading strategies and risk management frameworks.
In this pivotal position, you'll collaborate with quantitative researchers, traders, and portfolio managers to develop proprietary models for volatility surfaces, Greeks calculations, and exotic derivatives pricing. Our culture values intellectual curiosity and data-driven innovation, offering unparalleled growth opportunities in the heart of global finance.
Responsibilities
- Analyze large-scale options market data using SQL, Python, and R to identify arbitrage opportunities and pricing inefficiencies
- Build and maintain real-time dashboards for options Greeks, implied volatility surfaces, and risk metrics using Tableau and Power BI
- Develop statistical models for options pricing (Black-Scholes, binomial trees, Monte Carlo simulations)
- Conduct backtesting of options strategies and generate performance attribution reports
- Partner with quantitative researchers to enhance machine learning models for volatility forecasting
- Document methodologies and create executive presentations explaining complex derivatives concepts
- Monitor regulatory changes (SEC, FINRA) affecting options markets and implement compliance protocols
Qualifications
- Bachelor's degree in Finance, Mathematics, Statistics, Computer Science, or related quantitative field (Master's preferred)
- 3+ years of experience analyzing equity options data in financial services or fintech
- Expert proficiency in Python (Pandas, NumPy, Scikit-learn) and SQL for data manipulation
- Advanced knowledge of options pricing models, volatility surfaces, and risk management techniques
- Experience with financial APIs (Bloomberg, Refinitiv) and market data platforms
- Strong statistical modeling skills with ability to validate and optimize predictive models
- Excellent communication skills translating complex analytics to non-technical stakeholders
- CFA or FRM certification highly desirable