Job Description
We are a leading quantitative finance firm specializing in equity options market data and strategy development. We are currently seeking a skilled and analytical Data Analyst to join our weekend operations team in New York. This role is critical for processing end-of-week market data, validating option pricing models, and preparing reports that drive our trading desk's decisions.
If you have a passion for financial markets, advanced data manipulation skills, and are available to work weekends, we want to hear from you.
Responsibilities
- Analyze and clean large datasets of equity options trades, open interest, and implied volatility for the previous trading week.
- Develop automated scripts (Python/R) to validate pricing discrepancies and flag potential arbitrage opportunities.
- Create interactive dashboards and visualizations (using Tableau or PowerBI) to present weekend market trends to senior traders.
- Maintain and update our internal database schemas to ensure data integrity and accessibility for weekend shifts.
- Collaborate with the strategy team to interpret weekend market movements and adjust quantitative models accordingly.
- Generate comprehensive weekly reports detailing risk exposure and performance metrics for the equity options desk.
- Ensure strict compliance with financial data regulations and internal security protocols.
Qualifications
- Bachelor’s degree in Finance, Mathematics, Statistics, Computer Science, or a related field.
- Minimum of 2 years of experience in data analysis within the financial services or fintech sector.
- Strong proficiency in SQL for querying complex relational databases.
- Experience with Python (Pandas, NumPy) or R for data manipulation and analysis.
- Deep understanding of equity options, option Greeks, and the Black-Scholes pricing model.
- Ability to work the weekend shift (Friday-Sunday) on a rotational basis.
- Excellent attention to detail and strong problem-solving skills.