Job Description
Join our elite finance team at Quantum Financial Analytics, where cutting-edge data meets high-stakes equity options trading. We're urgently seeking a meticulous Data Analyst to transform complex market data into actionable insights for our portfolio managers. This hybrid role (3 days in our downtown San Diego office) offers unparalleled exposure to real-world options pricing models and volatility analysis.
As a key player in our data intelligence division, you'll collaborate with traders and quants to optimize strategies, monitor risk exposures, and identify emerging market patterns. Our culture rewards analytical rigor and proactive problem-solving in a fast-paced, results-driven environment.
Responsibilities
- Analyze options market data (IV, Greeks, volatility surfaces) using SQL and Python to identify arbitrage opportunities
- Build and maintain automated reporting dashboards in Tableau/Power BI for P&L attribution
- Validate pricing models against market data and flag anomalies for quantitative review
- Support backtesting of new options strategies using historical data sets
- Collaborate with traders to interpret market sentiment and adjust data capture parameters
- Document analytical methodologies and ensure compliance with regulatory reporting requirements
Qualifications
- Bachelor's degree in Finance, Mathematics, Statistics, or related field (Master's preferred)
- 3+ years experience in equity options analytics or quantitative finance
- Expert proficiency in SQL (PostgreSQL/Redshift) and Python (Pandas, NumPy)
- Strong understanding of Black-Scholes and binomial pricing models
- Experience with options market data providers (Bloomberg, Interactive Brokers)
- Advanced data visualization skills with Tableau or Power BI
- Knowledge of FINRA/NFA regulatory requirements for derivatives reporting