VP, Quantitative Volatility Trading Research

Goldman Sachs

Hong Kong

On-site

HKD 1,500,000 - 3,000,000

Full time

2 days ago

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Job summary

Goldman Sachs in Hong Kong is seeking an Experienced Quantitative Researcher to join its Quantitative Volatility Trading team. You will own end-to-end pricing for on-exchange options, collaborating with Trading, Research and Developer teams.

The role requires 5–10 years in options pricing, strong C++ and Python, and a data-driven mindset to improve trading performance. This VP-level position offers high impact in a fast-paced market-making environment.

Qualifications

5–10 years of experience on an options market-making, electronic trading, or quantitative trading team.
Strong understanding of options pricing in an on-exchange market making context.
Demonstrated ability to apply systematic and analytical thinking to trading and risk problems.
Professional experience writing both C++ and Python.
A track record of leveraging data to make sustained, systematic improvements in a trading system.

Responsibilities

Own the end-to-end production pricing workflow.
Define and implement business metrics to quantify pricing quality and guide R&D effort.
Build and extend simulation abilities and leverage such capabilities to guide development and production behavior.
Monitor live trading and investigate unusual events and system behavior to identify actionable improvements.
Partner closely with quantitative researchers and software engineers to ensure optimal interactions between pricing and ultimate trading behavior.
Use data-driven analysis to evaluate strategy performance and prioritize enhancements.