Equities Quantitative Strategist – Hong Kong

Goldman Sachs; Hong Kong; On-site; HKD 900,000 - 1,300,000; Full time

Job summary

Goldman Sachs Hong Kong is seeking a quantitatively driven strategist to join our SPG team. You will work with traders and sales to apply advanced mathematical methods to derivatives pricing, risk management, and automation of quoting and hedging activities.

The role emphasizes building scalable risk analytics for equities, FX, and funding spreads, and expanding pricing capabilities to new underliers. Strong programming skills and a solid STEM foundation are essential.

Qualifications

• Strong academic background in a relevant STEM field (Computer Science, Engineering, Physics or Mathematics).
• Strong quantitative and programming skills (Java, C++, Python).
• Ability to focus both on details and on the big picture.
• Ability to work in a dynamic and fast-paced environment and deliver accurate results quickly.
• Ability to solve problems and to explain underlying ideas.
• Knowledge and understanding of financial markets is a plus.

Responsibilities

• Scale the business by building risk management for exposures to Equity, FX, Funding spreads, rates etc.
• Expand the scope of pricing capabilities as well as risk metrics to new underliers/payoffs.
• Build tools and framework to perform scenario analysis to evaluate impact under various stress shocks, work closely with trading to design stress shocks relevant for desk positions/markets.
• Identify tail risks and build metrics to quantify desk exposure to various tail risks

Skills

Java

C++

Python

Quantitative analysis

Education

STEM degree (CS/Engineering/Physics/Math)

Job description

Goldman Sachs Hong Kong is seeking a quantitatively driven strategist to join our SPG team. You will work with traders and sales to apply advanced mathematical methods to derivatives pricing, risk management, and automation of quoting and hedging activities.

The role emphasizes building scalable risk analytics for equities, FX, and funding spreads, and expanding pricing capabilities to new underliers. Strong programming skills and a solid STEM foundation are essential.