Vice President, Quantitative Volatility Trader Greater Hong Kong Area

The Company is seeking a Vice President, Quantitative Volatility Trader to support the growth of its electronic options market-making business. The role involves making real-time trading and risk decisions, monitoring and optimizing automated systems, and analyzing pricing, hedging, execution, and inventory outcomes. The trader will investigate market events and system behavior, then work with research and engineering colleagues to develop and improve models, strategies, and tools. Responsibilities also include enhancing pricing and risk frameworks and improving the trading platform’s scalability, robustness, and efficiency. Candidates should have at least six years of experience in options market making, electronic trading, or quantitative trading, with strong knowledge of options pricing, volatility, and multi-instrument risk management. Systematic analytical thinking, professional coding experience, and the ability to use data to assess trading outcomes are required; Python or C++ experience is an advantage. The role calls for strong communication and collaboration skills, and effectiveness in a fast-paced, high-accountability environment. Experience with automated market-making systems, market microstructure, hedging, live risk management, trading models, or listed options in Asian or global markets is preferred.

Hiring Company

Goldman Sachs