Equity Options Research Analyst

New York, New York, United States

Ref#: POS-4585

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We are seeking a creative, highly motivated and research focused equity options analyst to join our team. As a member of the team you will be working in a collaborative environment to build predictive models for equity options, volatility surface models and research on options market microstructure. In order to be a key player in the business’s success requires being comfortable to have ownership to a range of responsibilities including, but not limited to:

  • Developing systematic trading strategies and ownership from  idea generation, data collection, statistical analysis and model creation;
  • Proactively looking for  longer term strategic business initiatives to improve performance of portfolio;
  • Applying advanced statistical methods and/or machine learning methods and market intuition when dealing with large and complex  datasets;
  • Advancing existing initiatives and being open-minded to pursue new opportunities and previously unexplored research topics.
  • Looking for ways to improve research productivity by building innovative methods towards automation of statistical data analysis.

Requirements Include:

  • An advanced degree (Masters or PhD degree) in a quantitative field.
  • Strong programming skills in Java, C/C++ and/or Python.
  • Ideally 3 to 5 years of relevant experience in options space with solid knowledge of pricing and risk management.
  • Solid analytical and organizational skills with ability to communicate complex ideas clearly.
  • Experience handling large data sets using advanced statistical methods in packages such as R or having experience in performing data analysis using Pandas.
  • Familiarity with equity options microstructure and exposure to automation of equity options trading strategies is a plus.

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