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. You will 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

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

Compensation

packages that grow with you