Job Description
We are seeking a highly skilled Equity Options Data Analyst to join our elite quantitative finance team. This is an immediate hire position offering a unique blend of technical data science and financial market analysis.
As a key member of our analytics division, you will be responsible for interpreting complex equity options data to drive trading strategies and risk management decisions. While we offer a fully remote work environment, we are based in the Wichita, KS area and welcome candidates who wish to work from our office or hybrid.
Key Responsibilities
- Model Development: Build and maintain advanced quantitative models for equity option pricing and volatility surface analysis using Python.
- Data Engineering: Extract, clean, and transform massive datasets from market data feeds using SQL and ETL processes.
- Visualization: Design and deploy interactive dashboards in Tableau or PowerBI to track real-time option Greeks, open interest, and volume trends.
- Strategic Analysis: Perform deep statistical analysis to identify market inefficiencies, arbitrage opportunities, and risk exposures.
- Reporting: Generate comprehensive daily, weekly, and monthly reports for portfolio managers and stakeholders.
- Backtesting: Test the effectiveness of trading strategies against historical data to optimize performance.
Qualifications
- Education: Bachelor’s or Master’s degree in Finance, Mathematics, Statistics, Computer Science, or a related quantitative field.
- Experience: 3+ years of experience in financial data analysis, specifically within derivatives, options, or futures markets.
- Technical Skills: Proficiency in Python (Pandas, NumPy, Scikit-learn) and advanced SQL querying.
- Financial Knowledge: Strong understanding of options pricing models (Black-Scholes, Binomial Trees) and Greeks (Delta, Gamma, Vega, Theta).
- Tools: Experience with data visualization tools (Tableau, PowerBI) and version control systems (Git).
- Work Style: Self-motivated individual capable of working independently in a remote setting with a high degree of accuracy.
Responsibilities
- Develop and validate quantitative models for equity options pricing and volatility surface analysis.
- Extract, clean, and transform large datasets from market data feeds using SQL and Python.
- Design interactive dashboards in Tableau or PowerBI to track option Greeks and open interest.
- Perform statistical analysis to identify market trends and arbitrage opportunities.
- Collaborate with trading desks to provide real-time data insights and reporting.
- Maintain data pipelines and ensure accuracy of historical option data.
Qualifications
- BS/MS in Mathematics, Finance, Statistics, or Computer Science (or equivalent experience).
- 3+ years of experience in financial data analysis, specifically within options and derivatives.
- Proficiency in Python (Pandas, NumPy) and SQL.
- Strong understanding of options pricing models (Black-Scholes, Binomial trees).
- Experience with data visualization tools (Tableau, PowerBI, or D3.js).
- Ability to work independently in a remote setting.