Job Description
Join QuantEdge Analytics as a part-time Equity Options Data Analyst and drive critical insights for our financial modeling team. This hybrid role (20-25 hrs/week) requires a sharp analytical mind to transform complex options market data into actionable intelligence. You'll collaborate with senior traders and quants to develop pricing models, monitor volatility surfaces, and identify arbitrage opportunities in real-time. Ideal for candidates seeking flexible hours while working at the intersection of finance and data science.
Responsibilities
- Analyze equity options market data using SQL and Python to detect pricing anomalies and statistical patterns
- Maintain and optimize options pricing models (Black-Scholes, Binomial Tree) with market data feeds
- Generate daily reports on volatility surfaces, Greeks (Delta/Gamma/Vega), and implied term structures
- Support backtesting of trading strategies using historical options data and event-driven analysis
- Collaborate with development team to improve data pipelines and real-time data ingestion systems
- Present findings to stakeholders via interactive dashboards (Tableau/Power BI) and written memos
Qualifications
- Bachelor's degree in Finance, Mathematics, Statistics, or related quantitative field
- 2+ years of experience with equity derivatives data analysis or options pricing
- Proficiency in Python (Pandas, NumPy) and SQL for data manipulation
- Strong understanding of options Greeks, volatility modeling, and market microstructure
- Experience with financial APIs (Bloomberg, Refinitiv) or market data platforms
- Ability to work independently with minimal supervision in a fast-paced environment
- Portfolio demonstrating options analysis projects or financial modeling work