Job Description
We are seeking a highly analytical and detail-oriented Equity Options Data Analyst to join our elite trading desk. In this pivotal role, you will bridge the gap between complex market data and actionable trading strategies. You will be responsible for ensuring data integrity, building robust analytical tools, and providing critical insights into options pricing, volatility surfaces, and risk metrics.
Why Join Us?
Our firm offers a competitive compensation package, comprehensive health benefits, and a collaborative culture that fosters professional growth. You will work with state-of-the-art financial technology and have direct exposure to senior traders and quantitative researchers.
Responsibilities
- Perform deep-dive analysis on daily equity options flows, identifying trends, anomalies, and arbitrage opportunities.
- Develop and maintain SQL databases and Python scripts to automate data collection, cleaning, and reporting pipelines.
- Construct interactive dashboards (using Tableau, PowerBI, or Looker) to visualize volatility surfaces, Greeks, and open interest data.
- Collaborate with quantitative researchers to validate pricing models and stress-test risk parameters against market scenarios.
- Monitor macroeconomic events and assess their impact on option premiums and implied volatility skew.
- Generate daily, weekly, and monthly reports for portfolio managers to support decision-making processes.
- Maintain accurate documentation of data sources and analytical methodologies.
Qualifications
- Bachelor’s or Master’s degree in Finance, Mathematics, Statistics, Computer Science, or a related quantitative field.
- 3+ years of experience in financial data analysis, specifically within the options, derivatives, or futures markets.
- Strong proficiency in SQL (PostgreSQL, MySQL) and Python (Pandas, NumPy, Scikit-learn).
- Deep understanding of option pricing models (Black-Scholes, Binomial, Monte Carlo) and the calculation of Greeks (Delta, Gamma, Vega, Theta).
- Experience with Bloomberg Terminal, Reuters Eikon, or similar market data terminals.
- Excellent problem-solving skills with a keen eye for detail and accuracy.
- Ability to work effectively in a fast-paced, high-pressure environment.