Lead Quant, Systematic Volatility & Mid-Frequency Options

Goldman Sachs; Hong Kong; On-site; HKD 900,000 - 1,400,000; Full time

Job summary

Goldman Sachs' electronic market-making team in Hong Kong seeks a Lead Quant to scale its systematic mid-frequency options trading business.

You will design and lead a research and backtesting platform, collaborate with traders, engineers and SRE, and drive strategy development across products and markets in Asia.

The role calls for 5+ years of experience in systematic options trading, strong Python programming, and a proven track record in alpha research and portfolio construction.

Qualifications

• 5+ years of experience in systematic options trading.
• Strong programming skills in Python and data analysis.
• Excellent statistical and quantitative problem-solving abilities.
• Experience with large, high-dimensional market and trade data sets.
• Ownership in fast-paced, high-accountability environments.

Responsibilities

• Lead the research agenda for systematic mid-frequency options trading, with a focus on alpha generation, signal combination, and portfolio construction.
• Design and build a robust research, simulation, and backtesting framework with alignment between backtest assumptions and production behavior.
• Develop tools and diagnostics to evaluate strategy performance, attribution, risk, and model stability.
• Research and implement novel alpha signals across horizons ranging from intraday to multi-day.
• Design portfolio construction and capital allocation approaches balancing return, risk, liquidity, and trading frictions.
• Partner with traders and market-making teams to identify scalable opportunities from systematic trading and the options franchise.
• Work with engineering and SRE to productionize research outputs, improve reliability, and strengthen monitoring and controls.
• Evaluate expansion opportunities across new underlyings, products, and regional markets, including Asia.
• Help define research standards and mentor junior team members.

Skills

Systematic options trading

Alpha research

Portfolio construction

Python programming

Quantitative problem-solving

Job description

Goldman Sachs' electronic market-making team in Hong Kong seeks a Lead Quant to scale its systematic mid-frequency options trading business.

You will design and lead a research and backtesting platform, collaborate with traders, engineers and SRE, and drive strategy development across products and markets in Asia.

The role calls for 5+ years of experience in systematic options trading, strong Python programming, and a proven track record in alpha research and portfolio construction.