Quantitative Analyst (options)

ruby.sg

Hong Kong, Hong Kong
On-site
Options trading desk
Quantitative projects
Pricing models enhancement
ruby.sg is looking for a Quantitative Analyst to join their Trading Team in Hong Kong, focusing on options trading and enhancing quantitative projects related to pricing models and risk management. The role requires collaboration with traders and developers to ensure accurate volatility fitting and robust backtesting

Job Summary

  • The team is responsible for market making and proprietary trading across options, structured products, and delta one products.
  • This is a front-office quant role dedicated to the options trading desk, driving quantitative projects to enhance pricing models, risk management, trading strategies, and booking/settlement workflows.
  • The role involves acting as the quantitative backbone for traders, ensuring accurate volatility fitting and robust backtesting, while providing technical guidance to developers.

Matching Summary

Match Score: 85

ruby.sg is looking for a Quantitative Analyst to join their Trading Team in Hong Kong, focusing on options trading and enhancing quantitative projects related to pricing models and risk management. The role requires collaboration with traders and developers to ensure accurate volatility fitting and robust backtesting.

Skills & Requirements

Must-have

  • options trading desk
  • quantitative projects
  • pricing models enhancement
  • risk management enhancement
  • trading strategies enhancement
  • volatility fitting
  • robust backtesting

Nice-to-have

  • technical guidance to developers
  • structured products
  • delta one products

Key Requirements

  • Quantitative Analyst experience
  • Options trading knowledge

Work Rights

Not specified

Tailored Resume

Cover Letter