Вакансия из Hirify Global, списка международных tech-компаний Для мэтча и отклика нужен Plus
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Чётко очерченная старшая quant-роль в крупной международной компании с ответственностью за исследования и внедрение стратегий торговли опционами; главный компромисс - высокая нагрузка и ответственность в трейдинге.
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Высокая нагрузкаЧёткий уровень ролиСовременный стекФинансовые технологииКрупный работодатель
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Описание вакансии
Текст:
Hirify AI/Оригинал
TL;DR
Global Banking & Markets, Quantitative Volatility Trading Researcher (Mid-Frequency), Vice President (Options Trading/Quantitative Research): Building research, simulation, and backtesting platforms for systematic mid-frequency options trading with an accent on alpha generation, signal evaluation, portfolio construction, and alignment between simulated and live performance. Focus on designing volatility strategies, balancing return, risk, liquidity, and trading frictions, and productionizing research with robust monitoring and controls.
Location: Hong Kong, Hong Kong
Company
hirify.global is a global investment banking, securities, and investment management firm founded in 1869, headquartered in New York with offices worldwide.
What you will do
Lead the research agenda for systematic mid-frequency options trading, covering alpha generation, signal combination, and portfolio construction.
Design and build research, simulation, and backtesting frameworks aligned with production behavior.
Develop diagnostics for strategy performance, attribution, risk, and model stability.
Research and implement alpha signals across intraday to multi-day horizons, and evaluate new underlyings, products, and regional markets including Asia.
Design portfolio construction and capital allocation approaches balancing expected return, risk, liquidity, and trading frictions.
Partner with traders, engineers, and SRE teams to productionize research, improve reliability, strengthen monitoring and controls, define research standards, and mentor junior team members.
Requirements
5+ years of experience in systematic options trading, with meaningful exposure to mid-frequency or short-horizon volatility strategies.
Demonstrated success in alpha research, signal evaluation, and portfolio construction in a live trading environment.
Strong understanding of options pricing, implied and realized volatility, Greeks, and risk management across multi-instrument portfolios.
Deep experience across the research lifecycle: idea generation, data analysis, simulation design, validation, production deployment, and post-deployment monitoring.
Strong professional programming experience in Python, including research libraries, analytics, and production-facing tools.
Excellent statistical and quantitative problem-solving skills with a rigorous approach to experimentation and inference.
Experience working with large, high-dimensional market and trade datasets.
Good judgment balancing research ambition with implementation realism, controls, and operational robustness.
Strong communication skills and the ability to work effectively with traders, researchers, engineers, and infrastructure partners, with a track record of ownership in fast-paced, high-accountability environments.
Culture & Benefits
Training and development opportunities and firmwide professional networks.
Benefits, wellness, personal finance offerings, and mindfulness programs.
Commitment to diversity, inclusion, and professional and personal growth.
Reasonable accommodations are available during the recruiting process for candidates with special needs or disabilities.
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