Job Description
We're seeking a highly skilled Equity Options Data Analyst to join our dynamic finance team in Indianapolis. This urgent opening requires a professional who can transform complex market data into actionable insights for our trading desk. You'll work with cutting-edge tools to analyze option pricing models, volatility surfaces, and risk metrics while collaborating directly with portfolio managers. Our team offers a collaborative environment with opportunities for career advancement in the heart of Indianapolis' growing finance sector.
Responsibilities
- Analyze equity options pricing models, volatility surfaces, and Greeks (Delta, Gamma, Vega, Theta) using Python/R
- Build automated data pipelines to process real-time market feeds and option chain data
- Develop statistical models for implied volatility forecasting and risk analysis
- Create interactive dashboards for traders using Tableau/Power BI
- Validate data integrity and troubleshoot discrepancies across multiple sources
- Present complex analytics to senior stakeholders through concise reports
- Collaborate with quantitative analysts to refine option pricing methodologies
Qualifications
- Bachelor's degree in Finance, Mathematics, Statistics, or related field (Master's preferred)
- 3+ years of experience in equity options data analysis or quantitative finance
- Expert proficiency in SQL, Python (Pandas, NumPy), and statistical modeling
- Deep understanding of option pricing models (Black-Scholes, Binomial) and volatility smile
- Experience with financial APIs (Bloomberg, Refinitiv) and market data platforms
- Strong analytical skills with ability to translate market insights into actionable strategies
- Experience with cloud data warehouses (Snowflake, BigQuery) and ETL processes