Posted 3 months ago

Quantitative Analyst (Options)

Hong KongOn-siteFull-time

AI Summary

Front-office quant role for the options trading desk focused on pricing models, risk, and backtesting; collaborates with traders and developers to drive quantitative projects from research to production.

About this role

The Team

We are seeking a Quantitative Analyst to join our Trading Team. The team is responsible for market making and proprietary trading across options, structured products, and delta one products.

The Role

Front-office quant role dedicated to the options trading desk. Drive quantitative projects to enhance pricing models, risk management, trading strategies, and booking/settlement workflows. Act as the quantitative backbone for traders, ensuring accurate volatility fitting and robust backtesting, while providing technical guidance to developers.

Job Responsibilities

Model Implementation & Volatility Fitting: Improve volatility surface construction. Research and implement stochastic volatility models for accurate pricing and risk.

Strategy Backtesting & Development: Partner with traders to prototype and backtest new strategies. Analyze historical data to identify patterns and inefficiencies.

Project Management: Own quantitative projects end-to-end—from Python research and prototyping to productionization with developers (C++).

Tool Development: Build trade analysis tools, scenario simulators, and real-time risk dashboards.

Collaboration: Bridge the gap between traders and developers. Translate trader needs into technical specs and ensure timely delivery.

Post-Trade Analysis: Perform deep-dive P&L and Greek exposure analysis. Explain performance and suggest improvements.

Job Requirements

Master’s or PhD in a quantitative field (Mathematics, Physics, Financial Engineering, Computer Science) from a top-tier university.

Proven quant experience, preferably in an options market-making or derivatives prop trading firm.

Track record working with options theory and volatility trading.

Python is a must; Expert in data analysis, statistical modeling, and prototyping.

C++ is a strong plus; Experience with low-latency production code or close collaboration with C++ developers.

Familiarity with Git and collaborative coding.

Deep understanding of option pricing models (Black-Scholes, local vol, stochastic vol), Greeks, volatility surfaces, and common trading strategies.

Self-starter who drives projects independently. Strong communication skills to bridge traders and developers. Acute attention to detail and rigorous approach to data validation.

Skills

BacktestingBlack-ScholesC++Data AnalysisGitGreeksLocal VolLow-latency SystemsP&L AnalysisProduction CodePythonRisk DashboardsScenario SimulatorsStatistical ModelingStochastic VolatilityVolatility ModelingVolatility Surfaces

Quantitative Analyst (Options)

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