Senior Quant Researcher – Volatility & Options Architect

NLS Executive Search; Hong Kong; Hybrid; HKD 700,000 - 900,000; Full time

Benefits offered by this job

Competitive base + bonus

Remote/Hybrid option

Career development opportunities

Job summary

NLS Executive Search is seeking an experienced Quant Researcher for a tier-one global hedge fund in Hong Kong. The role requires developing advanced trading strategies and optimizing pricing models for options.

The ideal candidate will have a Ph.D. or Master’s degree and proven experience in a quantitative role at a hedge fund. Proficiency in Python and C++ is essential, along with a strong analytical mindset. The position offers competitive pay, a bonus, and remote/hybrid options.

Qualifications

• Ph.D. or Master’s degree from a top-tier institution.
• 1+ years of quantitative research experience in hedge funds or investment banks.
• Deep familiarity with large dataset management.

Responsibilities

• Research and develop systematic trading strategies.
• Build and refine pricing models for options.
• Implement transaction cost analysis for live trading.

Skills

Quantitative research

Python

C++

Data management

Options mechanics

Education

Ph.D. or Master’s degree in Mathematics, Physics, Financial Engineering, Statistics, or Computer Science

Tools

SQL

kdb+/q

Job description

NLS Executive Search is seeking an experienced Quant Researcher for a tier-one global hedge fund in Hong Kong. The role requires developing advanced trading strategies and optimizing pricing models for options.

The ideal candidate will have a Ph.D. or Master’s degree and proven experience in a quantitative role at a hedge fund. Proficiency in Python and C++ is essential, along with a strong analytical mindset. The position offers competitive pay, a bonus, and remote/hybrid options.