Equity Options Research Analyst
New York, New York, United States
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.
- 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.