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

Hong Kong - Hong Kong

Monthly Salary: Not Disclosed

Posted on: 30+ days ago

Vacancies: 1 Vacancy

Job Summary

Description

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 aquantitative 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 infast-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. Were 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

Were committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more:

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.

Required Experience:

Exec

DescriptionQuantitative 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 deri...

Description

Job Summary and Responsibilities

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 infast-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

Were committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more:

Required Experience:

Exec

Key Skills

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About Company

Goldman Sachs

The Goldman Sachs Group, Inc. is a leading global investment banking, securities, and asset and wealth management firm that provides a wide range of financial services.

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