Job Description
Join Vanguard Capital Strategies' elite derivatives analytics team and transform complex equity options data into actionable market intelligence. We're seeking a passionate Senior Data Analyst to pioneer next-generation pricing models and volatility frameworks that drive our $2B+ options portfolio. This hybrid role combines deep quantitative rigor with strategic business impact in the heart of Wall Street.
Why Vanguard? We offer unmatched exposure to institutional options markets, cutting-edge technology stack (Snowflake, Python, Bloomberg), and a culture that celebrates intellectual curiosity. Enjoy comprehensive benefits including equity grants and flexible work arrangements.
Responsibilities
- Design and implement automated options pricing models using Black-Scholes and stochastic calculus
- Analyze implied volatility surfaces and identify arbitrage opportunities across 500+ equity options
- Develop real-time risk dashboards monitoring delta/gamma/theta exposures for institutional clients
- Collaborate with traders to optimize hedging strategies for complex multi-leg options positions
- Create proprietary volatility forecasts using machine learning techniques (LSTM, GARCH)
- Document methodologies and present findings to C-suite executives and regulatory bodies
Qualifications
- 5+ years experience in derivatives analytics with proven track record in equity options
- Masters/PhD in Quantitative Finance, Mathematics, or Statistics from top-tier institution
- Expert proficiency in Python (Pandas, NumPy) and SQL with large datasets
- CFA Charterholder or FRM designation preferred
- Deep understanding of options Greeks, volatility surfaces, and market microstructure
- Experience with Bloomberg Terminal and derivatives pricing libraries (QuantLib)
- Strong communication skills translating complex models to non-technical stakeholders