Job Description
Drive the Future of Financial Analytics
Apex Quantitative Strategies is seeking a highly analytical and detail-oriented Equity Options Data Analyst to join our elite research team in New York. In this part-time role, you will play a pivotal role in deciphering complex market data, helping us to identify arbitrage opportunities and refine our trading algorithms.
Join a culture of innovation where your insights directly impact market strategy. You will work with cutting-edge tools to analyze option chains, volatility surfaces, and implied probabilities.
Responsibilities
- Data Pipeline Management: Design and maintain robust pipelines for ingesting and cleaning massive datasets of equity options, ensuring 99.9% data accuracy.
- Vega and Theta Analysis: Deep dive into option greeks to analyze the impact of time decay and volatility changes on portfolio performance.
- Model Validation: Assist in back-testing pricing models (e.g., Black-Scholes, Heston) against real-world market data to identify pricing inefficiencies.
- Visual Analytics: Create interactive dashboards and automated reports using Python and visualization libraries to communicate complex market trends to stakeholders.
- Market Research: Monitor news and earnings reports to assess potential impacts on options pricing and implied volatility.
Qualifications
- Education: Bachelor’s or Master’s degree in Finance, Mathematics, Statistics, Computer Science, or Economics.
- Technical Proficiency: Strong command of Python (Pandas, NumPy, Scikit-learn) and SQL for data extraction and manipulation.
- Domain Knowledge: Solid understanding of equity options, derivatives, and the mechanics of the NYSE/Nasdaq markets.
- Experience: Minimum 2 years of experience in financial data analysis, preferably within a trading or quantitative research environment.
- Attributes: Exceptional problem-solving skills, attention to detail, and the ability to work independently in a fast-paced environment.