Quantitative Volatility Trading, Goldman Sachs' electronic market making team, is looking for an Experienced Quantitative Researcher to help grow its option trading business in Hong Kong.
This role is ideal for a Quant Researcher with 5 - 10 years of experience in options pricing as part of an on-exchange options market making business. You will work within the broader market business and own end to end pricing from market data ingestion through to option valuation.
This is a highly collaborative role with significant overlap across Trading, Quant and Developer teams and direct impact to the overall trading strategy. If you dream of volatility surfaces and love to use data for continuous improvement this might be the role for you.
Responsibilities
- Own the end to end production pricing workflow
- Define and implement business metrics to quantify pricing quality and guide R&D effort
- Build and extend simulation abilities and leverage such capabilities to guide development and production behavior
- Monitor live trading and investigate unusual events and system behavior to identify actionable improvements
- Partner closely with quantitative researchers and software engineers to ensure optimal interactions between pricing and ultimate trading behavior
- Use data-driven analysis to evaluate strategy performance and prioritize enhancements
Skills and Experience
- 5-10 years of experience on an options market-making, electronic trading, or quantitative trading team
- Strong understanding of options pricing in an on exchange market making context
- Demonstrated ability to apply systematic and analytical thinking to trading and risk problems
- Professional experience writing both C++ and Python
- A track record of leveraging data to make sustained, systematic improvements in a trading system
- Ability to operate effectively in a fast-paced, high-accountability environment
- Strong communication skills and a collaborative approach to working with traders, researchers, and engineers
Preferred Qualifications
- Familiarity with market microstructure, hedging workflows, and live risk management
- MS/PhD in mathematics, physics or related STEM field
- Experience evaluating or improving trading models, signals, or execution logic
- Knowledge of listed options in Asian or global markets
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