About this role

Quantitative Volatility Trading, Goldman Sachs' electronic market making team, is looking for an Experienced Quantitative Researcher to help grow its option trading business in Hong Kong.

This role is ideal for a Quant Researcher with 5 - 10 years of experience in options pricing as part of an on-exchange options market making business. You will work within the broader market business and own end to end pricing from market data ingestion through to option valuation.

This is a highly collaborative role with significant overlap across Trading, Quant and Developer teams and direct impact to the overall trading strategy. If you dream of volatility surfaces and love to use data for continuous improvement this might be the role for you.

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

Skills and Experience

- 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
- Ability to operate effectively in a fast-paced, high-accountability environment
- Strong communication skills and a collaborative approach to working with traders, researchers, and engineers

Preferred Qualifications

- Familiarity with market microstructure, hedging workflows, and live risk management
- MS/PhD in mathematics, physics or related STEM field
- Experience evaluating or improving trading models, signals, or execution logic
- Knowledge of listed options in Asian or global markets

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

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.