About Us:
OptionMetrics, headquartered in New York, NY. is a dynamic and innovative technology company, a trusted provider of financial information and research derived from the option markets. We are at the forefront of developing solutions that empower businesses. Our commitment to excellence, coupled with a collaborative, forward-thinking culture, has made us the preferred choice for top-tier talent. Our data and analytics models are utilized by over 350 investment banks, hedge funds, asset management firms, and academic institutions globally, solidifying our position as a leader in the industry.
This is a hybrid position based out of our NYC office.
About the Role:
OptionMetrics is seeking a Jr. Model Validation Analyst to join our Data Quality & Analytics team.
In this role, you will be responsible for the integrity and accuracy of our option price data, volatility surfaces, and quantitative models across our many regional products.
What You'll Do:
·Develop and implement comprehensive validation frameworks for options pricing models, volatility surface construction algorithms, and other implied calculations.
· Document and evaluate new methodologies and analytics to ensure consistency and accuracy.
· Collaborate with Quants, Data Analysts, and Business Analysts to improve model integrity
What We're Looking For:
· Proficiency in Python for data analysis, statistical modeling, and automation.
· Experience with large-scale database systems (SQL Server, PostgreSQL) and handling
datasets with millions of records.
· Proficiency in statistical methods for outlier detection, time series analysis, and
multivariate techniques.
· Experience in advanced statistical modeling, as well as proficiency integrating AI into
workflows or using AI/LLMs to improve systems.
· A degree in Finance, Computer Science, Mathematics, Data Science, Statistics, or a
related field.
· Familiarity with financial markets, derivatives, or risk modeling is a plus.
OptionMetrics is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to sex, gender identity, sexual orientation, race, color, religion, national origin, disability, protected Veteran status, age, or any other characteristic protected by law. Further, OptionMetrics will not discriminate against applicants for inquiring about, discussing or disclosing their pay or, in certain circumstances, the pay of their co‐worker, Pay Transparency Nondiscrimination.
If you need a reasonable accommodation for any part of the employment process, please contact us by email and let us know the nature of your request and your contact information. Requests for accommodation will be considered on a case-by-case basis. Please note that only inquiries concerning a request for reasonable accommodation will be responded to from this email address.
