Job Description
Join Quantum Analytics Group's dynamic finance team as an Equity Options Data Analyst on our night shift. This remote role requires expertise in derivatives analytics to drive strategic decisions for institutional clients. You'll work with cutting-edge market data platforms to model volatility surfaces, analyze risk exposures, and deliver actionable insights. Our Dallas-based team offers flexible scheduling while maintaining high-touch collaboration through virtual environments. Ideal candidates thrive in fast-paced markets with minimal supervision and possess deep quantitative acumen.
Responsibilities
- Analyze complex equity options chains using Python/R to identify arbitrage opportunities and pricing anomalies
- Monitor real-time market data feeds (Bloomberg, Refinitiv) for volatility shifts and implied skew patterns
- Develop automated P&L attribution models for exotic option structures
- Collaborate with traders to design custom hedging strategies for institutional portfolios
- Create interactive dashboards using Tableau/Power BI for risk management reporting
- Document analytical methodologies and validate model assumptions against market conditions
- Participate in cross-functional projects to enhance options pricing libraries
Qualifications
- Bachelor's degree in Finance, Mathematics, Statistics, or related quantitative field
- 3+ years analyzing equity derivatives data with proven option pricing experience
- Advanced proficiency in Python (Pandas, NumPy) and SQL for large-scale data processing
- Strong understanding of Black-Scholes, binomial trees, and Monte Carlo simulation methods
- Experience with volatility surface interpolation (SABR, SVI) and skew modeling
- Certifications in FRM/CFA/PRM or equivalent derivatives knowledge preferred
- Ability to work independently during night shift hours (11 PM - 7 AM CT)
- Experience with cloud platforms (AWS/Azure) for data pipeline management