Equity Volatility Quant Trader - Alpha & Execution

Bohan; Hong Kong; On-site; HKD 1,000,000 - 2,000,000; Full time

Job summary

Bohan in Hong Kong is seeking a highly motivated Quantitative Trader to focus on equity volatility strategies. The successful candidate will identify alpha opportunities, optimize execution, manage risk, and contribute to the growth of a scalable volatility trading platform.

The role requires 3+ years in quantitative trading or volatility strategies, strong Python programming, and a solid grasp of options pricing and derivatives risk management.

Qualifications

• Degree in a quantitative discipline (Math/Physics/CS/Engineering/Finance) is required.
• 3+ years in quantitative trading or volatility strategies.
• Proficiency in Python; C++/Java a plus.

Responsibilities

• Generate and execute alpha-producing equity volatility strategies across global options markets.
• Research, develop, deploy volatility and derivatives trading opportunities.
• Build predictive models using options, equity, and alternative datasets.
• Manage portfolio exposures and risk across volatility and derivatives risk factors.
• Backtest, analyze performance, and drive strategy innovation.
• Collaborate with technology and research teams to improve trading infrastructure and execution.
• Monitor market dynamics and event risks to guide trading decisions.

Skills

Quantitative trading

Statistical analysis

Machine learning

Risk management

Data-driven decisions

Education

Bachelor's/Master's/PhD in a quantitative field

Tools

Python

C++

Java

Job description

Bohan in Hong Kong is seeking a highly motivated Quantitative Trader to focus on equity volatility strategies. The successful candidate will identify alpha opportunities, optimize execution, manage risk, and contribute to the growth of a scalable volatility trading platform.

The role requires 3+ years in quantitative trading or volatility strategies, strong Python programming, and a solid grasp of options pricing and derivatives risk management.