Volatility Quantitative Trader

Bohan; Hong Kong; On-site; HKD 1,800,000 - 2,400,000; Full time

Job summary

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

Responsibilities include generating and executing volatility strategies across global options, building quantitative models, monitoring risk, and collaborating with tech and research teams to enhance infrastructure and performance.

Qualifications

• 3+ years of experience in quantitative trading, volatility trading, options market making, or systematic derivatives strategies.
• Strong understanding of options pricing, stochastic processes, volatility modeling, and derivatives risk management.
• Advanced programming in Python; knowledge of C++, Java, or similar languages is a plus.

Responsibilities

• Generate and execute alpha-producing equity volatility strategies across global options markets.
• Research, develop, and deploy systematic and discretionary volatility, dispersion, correlation, and relative-value trading opportunities.
• Build predictive models and quantitative signals using options, equity, and alternative datasets.
• Manage portfolio exposures and risk across volatility and derivatives risk factors.
• Drive strategy innovation through rigorous research, backtesting, and performance analysis.
• Partner with technology and research teams to improve trading infrastructure, execution, and scalability.
• Monitor market dynamics and event risks, translating insights into actionable trading decisions.

Skills

Volatility trading

Options pricing

Machine learning

Quantitative research

Risk management

Alpha generation

Education

Bachelor's degree in a quantitative field

Master's degree

PhD

Tools

Python

C++

Java

Job description

A leading quant hedge fund in HK is seeking for 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.

Responsibilities:

• Generate and execute alpha-producing equity volatility strategies across global options markets.
• Research, develop, and deploy systematic and discretionary volatility, dispersion, correlation, and relative-value trading opportunities.
• Build predictive models and quantitative signals using options, equity, and alternative datasets.
• Manage portfolio exposures and risk across volatility and derivatives risk factors.
• Drive strategy innovation through rigorous research, backtesting, and performance analysis.
• Partner with technology and research teams to improve trading infrastructure, execution, and scalability.
• Monitor market dynamics and event risks, translating insights into actionable trading decisions.

Qualifications:

• Bachelor's, Master's, or PhD in Mathematics, Statistics, Physics, Computer Science, Engineering, Finance, or a related quantitative discipline.
• 3+ years of experience in quantitative trading, volatility trading, options market making, or systematic derivatives strategies.
• Strong understanding of options pricing, stochastic processes, volatility modeling, and derivatives risk management.
• Experience trading equity options and volatility products.
• Advanced programming skills in Python; knowledge of C++, Java, or similar languages is a plus.
• Strong knowledge of statistical analysis, machine learning, and quantitative research methods.
• Ability to work in a fast-paced trading environment and make data-driven decisions under pressure.