
Junior Model Validation Analyst
OptionMetrics
full-time
Posted on:
Location Type: Hybrid
Location: New York City • New York • United States
Visit company websiteExplore more
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