Securities, Equities - Systematic Marketing Making Strat, Associate, Hong Kong


Looking for a highly motivated team-player with an entrepreneurial mind to join our team. The successful candidate will be an integral part of the Strats team , who will help focus on application development for the High Frequency Trading Team.


Our core value is building strong relationships with our institutional clients, which include corporations, financial service providers, and fund managers. We help them buy and sell financial products on exchanges around the world, raise funding, and manage risk. This is a dynamic, entrepreneurial team with a passion for the markets, with individuals who thrive in fast-paced, changing environments and are energized by a bustling trading floor.


Team Description

Goldman Sachs' Strats business unit is a world leader in developing quantitative and technological solutions to solve complex business problems. Working within the firm's trading, sales, banking and investment management divisions, Strats use their mathematical and scientific training to create financial products, advise clients on transactions, measure risk, and identify market opportunities.

Securities Strats play important roles in several areas. Some Strats sit on trading desks, creating cutting-edge derivative pricing models and developing empirical models to provide insight into market behavior. Others develop automated trading algorithms for the firm and its clients, taking an active part in the increasing shift from voice to electronic trading. A third group works directly with the firm's sales force and clients, analyzing exposures, structuring transactions, and applying quantitative concepts to meet client needs. Between these teams, Core Strats design and develop complex parallel computing architectures, electronic trading tool and advanced algorithms.

Job Summary and Responsibilities

We are looking for a highly motivated professional to join Quantitative Volatility Trading (QVT) within the Equities Franchise. As a Research Strat within QVT you will engage in advanced research and modelling related to pricing, risk management and signal generation, all in the context of a low-latency derivative market making group.

Responsibilities include:

  • Research alpha on horizons spanning microseconds to days and weeks.
  • Analyze large sets of data using advanced statistical techniques
  • Develop and deploy models for managing risk in a large portfolio of options, futures and stock
  • Investigate market microstructure and develop algorithms to maximize trading profitability
  • Develop, extend and maintain complex derivatives pricing models


Basic Qualifications
  • Strong academic background in a relevant field (e.g. Physics, Mathematics/Statistics, Engineering, or Computer science).
  • Strong quantitative, problem solving and programming skills
  • Strong time management skills with attention to details, and the ability to multi-task
  • Strong written and verbal communication skills and ability to work in a collaborative environment

Preferred Qualifications:
  • Relevant work experiences in derivatives
  • Experience in high-frequency or algorithmic trading
  • Experience in portfolio risk management
  • Solid work ethics, team oriented, high levels of motivation
  • Ability to work in high-pressure and time-sensitive situations


The Goldman Sachs Group, Inc. is a leading global investment banking, securities and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals. Founded in 1869, the firm is headquartered in New York and maintains offices in all major financial centers around the world.

© The Goldman Sachs Group, Inc., 2018. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.

Back to top