Volatility Quantitative Trader

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

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.