Job Description
Join our dynamic finance team as an Equity Options Data Analyst and become a critical player in driving data-driven investment strategies. This night-shift role offers the unique opportunity to work with complex equity derivatives datasets while enjoying a competitive compensation package. You'll collaborate with senior traders and quantitative analysts to transform raw market data into actionable insights that directly impact our portfolio performance. Our Fresno-based team operates in a state-of-the-art facility with cutting-edge technology, offering both professional growth and work-life balance through our structured night shift schedule. Ideal candidates thrive in fast-paced environments and possess a passion for financial markets and data analytics.
Responsibilities
- Analyze equity options market data using SQL, Python, and R to identify trading opportunities and risk patterns
- Develop and maintain automated data pipelines for real-time options pricing models and volatility surfaces
- Collaborate with quantitative analysts to backtest trading strategies and validate model outputs
- Create interactive dashboards and visualizations for executive reporting using Tableau and Power BI
- Monitor market volatility and option chain movements to alert trading teams of significant anomalies
- Ensure data integrity through rigorous validation protocols and anomaly detection systems
- Document analytical methodologies and maintain comprehensive data dictionaries
Qualifications
- Bachelor's degree in Finance, Statistics, Mathematics, Computer Science, or related field
- 3+ years of experience in financial data analysis, preferably with equity derivatives
- Advanced proficiency in SQL and at least one scripting language (Python/R)
- Strong understanding of options pricing models (Black-Scholes, Binomial) and volatility concepts
- Experience with financial APIs (Bloomberg, Refinitiv) and market data feeds
- Ability to work independently during night shifts with minimal supervision
- Certifications (CFA, FRM) or advanced degree preferred