Quantitative Researcher - Global Hedge Fund - Hong Kong

Our client, a tier-one global multi-strategy hedge fund, is seeking an experienced Quant Researcher to join their team in Hong Kong. You will work directly with the Portfolio Managers to research, design, and deploy advanced volatility surface models, options pricing strategies, and alpha signals across regional markets.

The role:

• Research and develop systematic, mid-to-high frequency alpha signals and volatility trading strategies.
• Build, calibrate, and refine robust pricing models for listed and OTC options, including stochastic volatility and local volatility (SV/LV) models.
• Design optimal hedging algorithms, manage dynamic greeks (Delta, Gamma, Vega), and construct constraints for execution.
• Perform rigorous statistical testing, simulation, and analysis of trading strategies using historical and tick-level options data.
• Implement and monitor transaction cost analysis (TCA) and strict risk guardrails for live trading.

What you offer:

• Ph.D. or Master’s degree in Mathematics, Physics, Financial Engineering, Statistics, or Computer Science from a top-tier institution.
• 1+ years of proven quantitative research experience, ideally in an Options Market Making, Delta One, or Volatility Arbitrage desk at a hedge fund or top-tier investment bank.
• Advanced proficiency in Python and C++.
• Deep familiarity with large dataset management (e.g., SQL, kdb+/q).
• Comprehensive understanding of options mechanics, implied volatility surfaces, and derivatives risk management.
• Strong analytical mindset, intellectual curiosity, and the ability to thrive in a fast-paced, meritocratic, and collaborative team environment.

The sell:

• Competitive base + bonus
• Remote/Hybrid option available
• Brand name that will help open doors for your career in the future