Job Description
Join Quantum Financial Analytics as an Equity Options Data Analyst and revolutionize how financial institutions interpret market volatility. We're seeking a detail-oriented expert to transform complex options data into actionable insights for our Fortune 500 clients. Enjoy competitive weekly pay while working at the intersection of finance, data science, and cutting-edge analytics in our downtown Dallas hub. This hybrid role offers flexible scheduling and opportunities to mentor junior analysts while collaborating with industry veterans.
Responsibilities
- Analyze equity options pricing models using Black-Scholes and binomial frameworks to identify arbitrage opportunities
- Develop Python/R scripts to process 10M+ daily options chain data from NYSE/NASDAQ feeds
- Create interactive Power BI dashboards visualizing implied volatility surfaces and risk metrics
- Collaborate with traders to validate delta-hedging strategies using historical backtesting
- Document methodologies and present findings to C-suite executives quarterly
- Maintain SQL databases for options pricing models with 99.99% data integrity
- Lead ad-hoc projects on event-driven volatility spikes (e.g., earnings reports)
Qualifications
- Bachelor's in Finance/Quantitative field with 3+ years options analysis experience
- Expert proficiency in Python (Pandas, NumPy) and SQL with complex joins
- CFA/FRM designation or equivalent options pricing certification
- Deep understanding of Greeks (Delta, Gamma, Vega, Theta) and volatility smiles
- Portfolio demonstrating options valuation projects on GitHub or Kaggle
- Experience with Bloomberg API and/or Refinitik Eikon
- Strong communication skills explaining technical concepts to non-technical stakeholders
- Ability to thrive in fast-paced environments with weekly deliverables