Job Description
Join Quantum Analytics Partners as an Equity Options Data Analyst and revolutionize how financial institutions interpret market volatility. This weekend-based role offers unparalleled flexibility while working with cutting-edge options pricing models and real-time market data. You'll collaborate with our global team to transform complex derivatives data into actionable insights that drive multi-million dollar trading decisions. Our New York hub provides a dynamic environment where your analytical skills directly impact portfolio performance and risk management strategies.
At Quantum Analytics, we recognize that weekend shifts enable deeper focus on critical market analysis. You'll leverage proprietary platforms to monitor options chains, identify arbitrage opportunities, and support algorithmic trading systems. This position includes competitive benefits, remote work flexibility, and opportunities for professional growth in one of finance's most specialized niches.
Responsibilities
- Analyze equity options pricing data using statistical models and machine learning algorithms to identify market inefficiencies
- Develop and maintain options valuation models incorporating volatility surfaces, Greeks calculations, and implied volatility surfaces
- Monitor weekend market events and news flow to assess impact on options positions and hedging strategies
- Create automated reports and dashboards visualizing options risk metrics, P&L analysis, and correlation studies
- Collaborate with traders to backtest options strategies using historical data and Monte Carlo simulations
- Ensure compliance with SEC regulations and exchange rules governing derivatives trading
- Document analytical methodologies and maintain audit trails for all quantitative models
Qualifications
- Bachelor's degree in Finance, Mathematics, Statistics, Computer Science, or quantitative field (Master's preferred)
- 3+ years experience in options analytics, derivatives pricing, or quantitative finance
- Expert proficiency in Python (Pandas, NumPy, Scikit-learn) and SQL for data manipulation
- Deep understanding of options pricing models (Black-Scholes, Binomial, Monte Carlo)
- Experience with market data APIs (Bloomberg, Refinitiv, or similar) and derivatives databases
- Strong knowledge of options strategies (spreads, straddles, butterflies) and risk management concepts
- Ability to work independently during weekend shifts with minimal supervision
- Relevant certifications (CFA, FRM, or CQF) highly valued