Job Description
Join Quantum Financial Group's elite derivatives team as a Senior Equity Options Data Analyst. You'll transform complex market data into actionable insights that drive our options trading strategies. Collaborate with quantitative researchers and traders to build cutting-edge analytical models while maintaining rigorous data governance standards. This role offers unparalleled exposure to institutional equity markets and the opportunity to shape our data-driven decision-making framework.
Responsibilities
- Design and implement automated data pipelines for equity options market data (IV, Greeks, volatility surfaces)
- Develop statistical models to identify mispricings and arbitrage opportunities in listed options
- Create interactive dashboards using Tableau/Power BI for real-time monitoring of portfolio risk metrics
- Validate and cleanse options pricing data across CBOE, NYSE, and NASDAQ feeds
- Partner with quantitative analysts to backtest trading strategies using historical options data
- Document analytical methodologies and maintain data dictionaries for regulatory compliance
Qualifications
- Bachelor's degree in Finance, Statistics, Mathematics, or Computer Science (Master's preferred)
- 3+ years of experience analyzing equity derivatives data or options pricing models
- Expert proficiency in SQL and Python (Pandas, NumPy, Scikit-learn)
- Advanced Excel skills with VBA macros for financial modeling
- Familiarity with options pricing frameworks (Black-Scholes, Binomial, Monte Carlo)
- Experience with market data vendors (Bloomberg, Refinitiv, Quandl)
- Strong understanding of volatility surfaces and skew dynamics