Data Scientist – Options
A data role in Data Search & Analytics, attached to one of the firm's options trading streams. You provide the datasets behind systematic options research.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Source and onboard options and volatility datasets
- Build pipelines that keep options data timely and consistent
- Turn researcher and trader data requests into reusable tooling
- Improve coverage and quality of the internal options data platform
What they ask for
Required
- Python with Pandas and NumPy
- Data pipelines
- Large structured time-series data
- Financial market data experience
- Interest in markets and quantitative trading
- Stakeholder communication
Preferred
- Options, derivatives or volatility data exposure
- Experience supporting quant research or trading teams
- Education
- No degree level stated.
- Experience
- 3+ years as a data scientist, data engineer or similar
- Languages and tools
- Markets
- options
How to prepare
- Learn the structure of an options chain and what makes the data messy
- Build a pipeline that cleans options quotes and computes implied volatility
- Study volatility surfaces and how bad data distorts them
- Practise handling large time-series with efficient storage formats
What to study
- Derivatives Pricing and Computational Finance
- Quantitative Data Engineering
- Python and Data Primer
- Financial Instruments, Markets and Conventions
The Volatility Quant roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on Qube Research & Technologies’s site before applying: requirements, location and pay can change after we check them.
View the posting on Qube Research & Technologies’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Qube Research & Technologies and doesn’t handle applications.