Live opening · Posted 8 hours ago
The key details from the original listing.
Description supplied by the original job listing.
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
ABOUT GOLDMAN SACHS
At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.
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Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veterans status, disability, or any other characteristic protected by applicable law.
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