Goldman Sachs

Quantitative Volatility Trading Researcher

Hong Kong
Python C++ SQL Java
Description

Global Banking & Markets, Quantitative Volatility Trading Researcher, Associate/ Vice President, Hong Kong

Location: Hong Kong, Hong Kong

Quantitative Volatility Trading is the desk that engages in quantitative trading and market making business in equity derivatives. We are heavily dependent on technology and mathematical modeling to manage risk and continuously quote two-way markets on hundreds of thousands of listed derivatives contracts.

 

Job Summary and Responsibilities

 

We are looking for a highly motivated professional with an entrepreneurial mind to join the Quantitative Volatility Trading (QVT) group within the Equities Division, based in Hong Kong. The candidate will research historical market dataconduct statistical analysis of trade data, and contribute to algorithm design and improvements, working on the trading and risk management of the book. As a Research Strat within QVT, you will engage in advanced research and modeling related to pricing, risk management, and trading strategies, all in the context of a quantitative trading and market-making group in equity derivatives.

 

Responsibilities include:

  • Take a leading role on our Quantitative Trading & Market Making desk, building market making and trading strategies in equity derivatives.
  • Analyze large sets of data using advanced statistical techniques.
  • Develop and deploy models for managing risk in a large portfolio of options, futures, and stocks.
  • Investigate market microstructure and develop algorithms to maximize trading revenue.
  • Develop, extend, and maintain complex derivatives pricing models.

 

Basic Qualifications

  • Strong academic background in a relevant field (e.g., Physics, Mathematics/Statistics, Engineering, or Computer Science)
  • Strong quantitative, problem-solving, and programming skills.
  • Strong time management skills with attention to detail, and the ability to multi-task.
  • Strong written and verbal communication skills and the ability to work in a collaborative environment.
  • Solid work ethic, team-oriented, high levels of motivation.
  • Ability to work in fast-paced and time-sensitive situations.

 

Preferred Qualifications:

  • Relevant work experience in options market making.
  • Experience in high-frequency or algorithmic trading.
  • Experience in portfolio risk management. 
 
 
 
ABOUT GOLDMAN SACHS

 
At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world. 

 
We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers. 

 
We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://www.goldmansachs.com/careers/footer/disability-statement.html

 

 
© The Goldman Sachs Group, Inc., 2023. All rights reserved.
Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veterans status, disability, or any other characteristic protected by applicable law.
Quantitative Volatility Trading is the desk that engages in quantitative trading and market making business in equity derivatives. We are heavily dependent on technology and mathematical modeling to manage risk and continuously quote two-way markets on hundreds of thousands of listed derivatives contracts.
Goldman Sachs
Goldman Sachs

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