Hybrid Junior Model Validation Analyst

Posted 2 hours ago

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About the role

  • Jr. Model Validation Analyst ensuring integrity and accuracy of option price data at OptionMetrics. Working in a hybrid setting to develop validation frameworks and collaborate with various teams.

Responsibilities

  • 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

Requirements

  • 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.

Job title

Junior Model Validation Analyst

Job type

Experience level

Junior

Salary

$70,000 - $95,000 per year

Degree requirement

Bachelor's Degree

Location requirements

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