{"id":794258,"url":"https://alion.io/job/optionmetrics-quant-associate","title":"Quant Associate","company":{"id":679999,"name":"OptionMetrics","domain":"optionmetrics.com","url":"https://alion.io/company/optionmetrics","size_band":"11-50","is_staffing_agency":false,"employer_type":"direct","is_intermediary":false,"listed_via":null,"ats_vendor":"Lever","truth_index":{"grade":"B","score":75,"open_postings":6,"ghost_share":0,"stale_share":1,"repost_share":0,"time_to_fill_p50_days":null,"computed_at":"2026-10-31T05:58:55Z"}},"role":"Data Science","role_family":"Data Science","seniority":null,"employment_type":"full_time","work_mode":"on_site","remote_scope":null,"remote_scope_basis":null,"remote_working_hours":null,"hiring_geo_confidence":"structured","locations":["New York, United States"],"countries":["US"],"hiring_countries":[],"hiring_countries_total":0,"salary":{"min":130000,"max":160000,"currency":"USD","period":"year","gross":null,"usd_annual":160000},"salary_estimate":null,"experience_years_min":null,"visa_sponsorship":false,"relocation_package":false,"has_equity":false,"technologies":[{"name":"C++","optional":false},{"name":"Java","optional":false},{"name":"Machine Learning","optional":false},{"name":"Python","optional":false}],"status":"live","first_seen_at":"2021-08-17T21:29:03Z","employer_posted_date":"2021-08-17","last_verified_at":"2026-11-01T04:06:36Z","board_verified":true,"closed_at":null,"days_open":1901,"trust":{"level":"stale","repost_count":0,"flags":["stale"],"days_open":1900},"description":"At OptionMetrics, we are seeking a curious, analytical, and detail-orientedQuant Associate to join our Quantitative Research team. This is an excellent opportunity for an early-career quantitative professional who is passionate about financial modeling, derivatives, and applied research.\nAs a Quant Associate, you will partner closely with our Senior Quantitative Researchers on a variety of quantitative research initiatives, contributing to the development and enhancement of our industry-leading options analytics platform. You will have the opportunity to work on challenging problems, develop innovative models, and see your work directly impact our products and clients.\nWe are a small, agile organization that values intellectual curiosity, collaboration, and craftsmanship. We emphasize quality over expediency and encourage our team members to take ownership of their work from concept through implementation. You'll be surrounded by exceptionally bright colleagues who are passionate about solving complex financial problems and advancing quantitative research.\nLocation: Hybrid: New York City or Miami, Florida.\nWhat You'll Do:\nAssist in the development, implementation, and maintenance of the firm's option pricing models and quantitative analytics.\n\nPartner with Senior Quantitative Researchers on research initiatives and model enhancements.\n\nContribute to the development of new products, quantitative tools, and analytics.\n\nCollaborate with the Head of Quantitative Research to understand client needs and help develop innovative quantitative solutions.\n\nConduct statistical analysis and quantitative research using large financial datasets.\n\nValidate, test, and improve pricing models to ensure accuracy, robustness, and performance.\n\nDocument research findings and communicate technical concepts clearly to both technical and non-technical audiences.\n\nSkills You'll Need:\nMaster's degree (M.S.) or higher in Financial Engineering, Quantitative Finance, Econometrics, Statistics, Applied Mathematics, Physics, Computer Science, or another highly quantitative discipline.\nStrong interest in derivatives, option pricing, financial markets, and quantitative modeling.\nProficiency in at least one programming language such as Python, C++, or Java.\nStrong analytical and problem-solving skills with exceptional attention to detail.\nExcellent written and verbal communication skills.\nAbility to manage multiple priorities while working both independently and collaboratively.\nWhat Will Make You Stand Out:\nAcademic or research experience in derivatives, stochastic calculus, numerical methods, or financial modeling.\nExperience implementing quantitative models in Python or C++.\nFamiliarity with options pricing models such as Black-Scholes, binomial trees, Monte Carlo simulation, or finite difference methods.\nExperience working with large financial datasets and statistical 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