Position Overview:We are looking for our next Research Analyst based in New York. You will be joining a friendly and growing team to disrupt the Index space and participate in the next phase of our growth, playing a crucial role in modeling, creating, backtesting, and launching cutting-edge index strategies across exotic structured payoffs and options-based strategies.
Key Responsibilities: - Research, develop, and continuously improve implied volatility and pricing frameworks for options and exotic derivatives.
- You will build deep expertise across implied volatility modeling, no-arbitrage surface construction, and derivative pricing, developing intuition that spans a wide range of modeling approaches and payoff structures. As our product suite evolves, so will the scope and sophistication of this work.
- Translate that modeling expertise into production-ready indices. strategies using Python, with a focus on indices based on synthetic notes of exotic derivatives, listed-options and modelled flex options.
- Collaborate with the Financial Engineering team to develop MerQube branded financial engines and indexing strategies for major financial institutions.
- Interface directly with clients on active research projects
- Engage with clients on active research projects and contribute to pitchbook development.
- Work with financial data sets and applications such as FactSet and LSEG Refinitiv.
- Contribute to thought leadership through whitepapers, blogs and other content centered around MerQube indices and broader investment finance themes.
Qualifications:- Minimum of 2-3 years of experience in derivatives pricing models and derivatives quantitative research.
- Master's degree in Finance or a related quantitative field (Mathematics, Data Science, Economics, Computer Science or Engineering), or a Bachelor's degree with equivalent work experience.
- Proficiency in Python programming, with a focus on financial data management.
- Strong interest in financial markets and the intersection of software and quantitative finance.
- Excellent communication skills and the ability to collaborate effectively with both clients and internal teams.
Benefits:- Pay that matches your ambition: competitive compensation packages that grow with you
- Benefits that actually have your back: top-tier medical, dental, vision, and more
- Work where you work best: flexible arrangements, including hybrid options
- A team that feels like home: we're building a community-first culture
- Your wellbeing, prioritized: real investment in health, wellness, and work-life balance
- Room to grow, fast: hands-on opportunities to learn, level up, and shape your career
- Lunch is on us: enjoy paid office lunches, because great ideas flow better on a full stomach
- Time to recharge - generous PTO, holidays, and sick time, because rest fuels great work
