OptionMetrics

Junior Model Validation Analyst

OptionMetrics

full-time

Posted on:

Location Type: Hybrid

Location: New York CityNew YorkUnited States

Visit company website

Explore more

AI Apply
Apply

Salary

💰 $70,000 - $95,000 per year

Job Level

About the role

  • 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.
Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

Hard Skills & Tools
Pythonstatistical modelingdata analysisSQL ServerPostgreSQLoutlier detectiontime series analysismultivariate techniquesAI integrationadvanced statistical modeling