Research Analyst

Research Analyst

New York, NY

About MerQube:

MerQube is an innovative fintech firm, leading the development of cutting-edge technology for indexing and rules-based investing. MerQube offers design and calculation solutions for complex rules-based strategies. Launched in 2019 in New York and San Francisco by a team of index industry veterans and technology experts, MerQube was created to provide a technology focused alternative. MerQube designs and calculates a wide variety of indices, ranging from thematic to ESG, QIS and delta one, while covering multi-asset, equities, futures as well as options. Leveraging cloud-based architecture and today's most advanced index-tracking technology, MerQube's platform enables its clients to bring ideas to market quickly and efficiently.

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.
• 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.

Our Commitment:

At MerQube, we foster a collaborative, fast-moving environment where team members can grow and expand their technical, financial, and leadership skills. We prioritize wellness, work-life balance, and offer flexible working arrangements. We celebrate diversity and welcome team members from all backgrounds, encouraging continuous learning and career growth while playing a key role in transforming the financial industry.

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