Research Analyst

MerQube Inc•New York, NY

37d•Hybrid

About The Position

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.

Requirements

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.

Responsibilities

Research, develop, and continuously improve implied volatility and pricing frameworks for options and exotic derivatives.
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.
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.