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Quantitative Analyst (Options)

Unknown
hybrid
Hong Kong, Hong Kong SAR

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.

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