Quantitative Volatility Trading Researcher (Options Pricing), Vice President
Контакты
Формат работы
onsite
Тип работы
fulltime
Грейд
senior
Английский
b2
Страна
China
pythondata analysisc++risk managementquantitative researchmarket microstructureoptions pricingoptions market making
Вакансия из Hirify Global, списка международных tech-компаний Для мэтча и отклика нужен Plus
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Зарплата и рынок
ЗП не указана
На похожих ролях по рынку
$150к$150кмедиана$150к
5 в выборке
На СНГ рынке: $4.2к/мес ($3.4к - $4.4к)
89
Крутая вакансия
развернуть
Чётко очерченная senior-роль в крупной финансовой компании даёт ответственность за ценообразование опционов в реальной торговле и тесную работу с трейдерами и инженерами.
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Высокая ответственностьАктуальный стекЗона ответственностиФинансовые технологии
Оценка от Hirify AI
Мэтч & Сопровод
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Описание вакансии
Текст:
Hirify AI/Оригинал
TL;DR
Quantitative Volatility Trading Researcher (Options Pricing), Vice President (Options Pricing/Quantitative Trading): Owning end-to-end production pricing for an electronic options market-making business with an accent on volatility surfaces, simulation, and data-driven trading analysis. Focus on designing pricing-quality metrics, investigating live trading behavior, and improving interactions between pricing models and execution strategies.
Location: Hong Kong, Hong Kong; onsite at the Hong Kong office.
Company
hirify.global is a global investment banking, securities, and investment management firm with offices worldwide.
What you will do
Own the end-to-end production pricing workflow for the options market-making business.
Define and implement business metrics to measure pricing quality and guide research and development.
Build and extend simulation capabilities to guide development and production behavior.
Monitor live trading, investigate unusual events and system behavior, and identify actionable improvements.
Collaborate with quantitative researchers, traders, and software engineers to optimize interactions between pricing and trading behavior.
Use data-driven analysis to evaluate strategy performance and prioritize enhancements.
Requirements
5–10 years of experience on an options market-making, electronic trading, or quantitative trading team.
Strong understanding of options pricing in an exchange-based market-making context.
Systematic and analytical approach to trading and risk problems.
Professional experience writing both C++ and Python.
Track record of using data to make sustained, systematic improvements to a trading system.
Ability to work effectively in a fast-paced, high-accountability environment.
Strong communication skills and a collaborative approach to working with traders, researchers, and engineers.
Nice to have
Familiarity with market microstructure, hedging workflows, and live risk management.
MS or PhD in mathematics, physics, or a related STEM field.
Experience evaluating or improving trading models, signals, or execution logic.
Knowledge of listed options in Asian or global markets.
Culture & Benefits
Collaborative work across trading, quantitative research, and software engineering teams.
Training and development opportunities and firmwide professional networks.
Benefits, wellness, personal finance offerings, and mindfulness programs.
Commitment to diversity, inclusion, and reasonable accommodations during the recruiting process.
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