Job Description
Join the Leaders in Financial Intelligence
Are you a data-driven professional passionate about the intricacies of equity options and derivatives? Apex Financial Analytics is seeking a talented Equity Options Data Analyst to join our full-time team in Dallas, Texas. In this pivotal role, you will leverage advanced data analytics to drive pricing models, risk assessment, and strategic trading decisions.
As a key member of our analytics division, you will bridge the gap between complex financial data and actionable business insights. We offer a competitive salary, comprehensive benefits, and a collaborative culture that values innovation and expertise in financial markets.
Responsibilities
- Market Data Analysis: Conduct in-depth analysis of equity options data, including volatility surfaces, open interest, and implied volatility trends to support trading strategies.
- Model Development: Assist in the development and maintenance of quantitative models for options pricing and risk management, utilizing frameworks such as Black-Scholes and binomial trees.
- Data Visualization: Create compelling visualizations and dashboards (using Tableau or PowerBI) to communicate complex market dynamics and performance metrics to stakeholders.
- Risk Assessment: Monitor and report on market risk exposures, ensuring compliance with internal policies and regulatory standards.
- SQL & Data Engineering: Extract, transform, and load (ETL) large datasets from various financial feeds and databases to ensure data integrity for analysis.
- Collaborative Strategy: Work closely with traders and portfolio managers to identify data-driven opportunities and optimize portfolio performance.
Qualifications
- Education: Bachelor’s degree in Finance, Mathematics, Statistics, Computer Science, or a related field.
- Experience: 3+ years of experience in financial data analysis, specifically within equity options, derivatives, or quantitative finance.
- Technical Skills: Proficiency in SQL (PostgreSQL/MySQL), Python (Pandas, NumPy), or R. Experience with statistical modeling libraries is highly preferred.
- Financial Knowledge: Strong understanding of options pricing theory, Greeks (Delta, Gamma, Vega, Theta), and market mechanics.
- Tools: Familiarity with Bloomberg terminals, Refinitiv Eikon, or other financial data platforms.
- Communication: Excellent verbal and written communication skills, with the ability to explain complex data concepts to non-technical teams.