Job Description
Join Quantum Financial Analytics as a Part-Time Equity Options Data Analyst and drive insights that shape our trading strategies. We're seeking a detail-oriented professional to decode complex market data and optimize derivatives portfolios. This hybrid role (3 days/week in Austin) offers flexibility while working at the intersection of finance and data science. Perfect for candidates with a passion for market dynamics and analytical excellence.
Responsibilities
- Analyze historical and real-time equity options data to identify pricing inefficiencies and trading opportunities
- Develop quantitative models for volatility surfaces and risk exposure assessment
- Collaborate with traders to build automated option pricing and hedging strategies
- Generate performance reports and visualizations for portfolio managers using Python/SQL
- Monitor market events and regulatory changes impacting equity derivatives
- Maintain data pipelines ensuring accuracy of options market data feeds
- Present findings to cross-functional teams using clear data narratives
Qualifications
- Bachelor's degree in Finance, Mathematics, Statistics, or Computer Science (Master's preferred)
- 2+ years of experience in equity derivatives data analysis or quantitative finance
- Advanced proficiency in Python (Pandas, NumPy) and SQL for data manipulation
- Strong understanding of Black-Scholes model and options pricing fundamentals
- Experience with market data providers (Bloomberg, Refinitiv) or derivatives platforms
- Ability to translate complex financial concepts into actionable insights
- Excellent time management for part-time collaboration with global teams