Job Description
Are you a detail-oriented analytical thinker with a passion for the complex world of financial derivatives? Tucson Quantitative Strategies is seeking a highly skilled Equity Options Data Analyst to join our growing team in Tucson, Arizona.
In this pivotal role, you will serve as the gatekeeper of our market data integrity, bridging the gap between raw exchange data and actionable trading intelligence. You will be responsible for the ingestion, cleaning, and complex analysis of equity option chains, ensuring our quantitative models are fed with the highest quality inputs. If you thrive in a fast-paced environment and want to leverage your technical skills to decode market volatility, we want to meet you.
Why Join Us?
- Competitive salary and comprehensive benefits package.
- Work with cutting-edge financial data and modern tech stacks.
- Be part of a collaborative team driving innovation in options trading strategies.
Responsibilities
- Market Data Ingestion & Cleansing: Collect, normalize, and validate massive datasets from various exchanges and data providers to ensure accuracy for pricing models.
- Options Pricing Analysis: Develop and maintain scripts to calculate and analyze option Greeks (Delta, Gamma, Vega, Theta) and implied volatility surfaces in real-time.
- Model Development: Assist in the development and back-testing of quantitative models for equity options, identifying trends and arbitrage opportunities.
- Visualizations & Reporting: Create intuitive dashboards and reports to communicate complex data findings to the trading desk and stakeholders.
- Data Infrastructure: Collaborate with the engineering team to optimize database queries and improve data processing pipelines.
- Risk Management Support: Monitor data anomalies and potential risks associated with options positions.
Qualifications
- Experience: 3+ years of experience in financial data analysis, specifically within equity options or derivatives markets.
- Technical Skills: Proficiency in Python (Pandas, NumPy, Scikit-learn) or R, with strong SQL skills for database querying.
- Financial Knowledge: Deep understanding of options pricing models (Black-Scholes, Binomial) and the mechanics of the options market.
- Tools: Experience with data visualization tools (Tableau, PowerBI) and financial data APIs (Bloomberg, Refinitiv, or similar).
- Education: Bachelor’s degree in Finance, Mathematics, Statistics, Computer Science, or a related field.
- Soft Skills: Exceptional attention to detail, strong problem-solving abilities, and excellent communication skills.