Vice President, Quantitative Volatility Trading Researcher, Mid-Frequency Greater Hong Kong Area

The Company is seeking a Vice President-level quantitative researcher to lead research for systematic mid-frequency options trading. Responsibilities include developing alpha signals, combining signals, and designing portfolio construction and capital allocation approaches. The role will also lead the development of research, simulation, and backtesting frameworks; build tools to assess performance, risk, attribution, and model stability; and help bring research into production with reliable monitoring and controls. The researcher will collaborate with trading, engineering, and infrastructure teams, assess opportunities across products and markets, and mentor junior colleagues. Candidates should have at least five years of systematic options trading experience, including exposure to mid-frequency or short-horizon volatility strategies and a record of success in live-trading alpha research and portfolio construction. Strong knowledge of options pricing, implied and realized volatility, Greeks, and multi-instrument risk management is required. Applicants should bring experience across the full research lifecycle, strong Python programming skills, and expertise in statistical analysis and large market-data sets. Excellent communication, sound judgment, and a record of ownership in fast-paced, high-accountability environments are also essential.

Hiring Company

Goldman Sachs