Job Description
Join our dynamic finance team as a Senior Equity Options Data Analyst where you'll transform complex market data into actionable insights. This hybrid role (3 days onsite in Kansas City, 2 remote) requires expertise in equity derivatives analytics and financial modeling. You'll collaborate with traders and portfolio managers to optimize options strategies using advanced quantitative techniques. Our culture values innovation, precision, and continuous learning in the fast-paced derivatives market.
Responsibilities
- Analyze equity options market data to identify pricing inefficiencies and arbitrage opportunities
- Develop and maintain options pricing models using Monte Carlo simulations and Black-Scholes frameworks
- Create automated reporting dashboards for volatility surfaces, Greeks, and risk metrics
- Partner with trading desk to backtest options strategies and validate model assumptions
- Lead data quality initiatives for options chains and implied volatility surfaces
- Present complex analytics to senior stakeholders through clear visualizations
Qualifications
- Bachelor's degree in Finance, Mathematics, Statistics, or related quantitative field
- 3+ years of experience in equity derivatives data analysis or options trading support
- Advanced proficiency in Python (Pandas, NumPy) and SQL
- Deep understanding of options pricing models (Black-Scholes, Binomial, Volatility Smile)
- Experience with financial data vendors (Bloomberg, Refinitiv, Quandl)
- Strong statistical analysis skills with focus on time-series forecasting
- Financial modeling certification (CFA/FRM) preferred