Market Data Analyst, Equity Derivatives
Intercontinental Exchange
Job Description Job Purpose Establish and implement advanced data management procedures, tools, and methodologies to address the complex and evolving needs of the Equity Derivatives market. Leverage mathematical and statistical techniques to enhance the accuracy, efficiency, and automation of data processes, ensuring optimal data flow across the organization. Responsibilities Detect anomalies and automatically perform the appropriate remediation action, improving data quality, consistency and reliability. Perform analyses on large quantities of data to identify trends and automate the recalibration of the model parameters that generates our implied data (volatility surfaces, implied dividends, correlations, projected dividends, securities lending…). Utilize in depth understanding of the Equity Derivatives market and technical skills to provide detailed analysis to clients on their pricing of complex structured products and portfolio valuation. Design, develop, and implement automated monitoring, and dynamic thresholds. Initiate projects, write specs, interact with R&D, Quants, Dev and Q&A until final push to production. Be part of the creation and maintenance of data pipelines and ETL processes to ensure data quality and availability. Leverage programming skills and financial market experience to clean large data sets of historical implied data. Keep up with the industry trends and innovation in the Equity Derivatives industry and data quality domain. Collaborate closely with Product team and give feedback on client’s challenges to identify opportunities and deliver value-added solutions to enhance our clients’ business. Excellent written and verbal communication skills to escalate bugs or client’s requirements to Quants and explain technical processes and solutions to Business Partners and Sales. Knowledge and Experience BA/BSc in Finance, Mathematics, Economics, engineering, Computer Science or related quantitative field. MBA /MA - an advantage. 3-5 years of experience in the Equity Derivatives industry (sales or trading) - sell-side or buy-side. Experience in ETL processes and broader data workflow engineering concepts. Very strong analytical skills. Strong knowledge of SQL, Python or R and big data. Experience working with data products and platforms. Ability to multi-task, prioritize and work with tight deadlines. Ability to collaborate with internal teams to facilitate data management processes and solutions. Schedule This role offers work from home flexibility of one day per week.
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