Quant jobs / BAH Partners

Quantitative Researcher / Data Scientist – Volatility & Options | Global Hedge Fund | Hong Kong

BAH Partners recruits for an unnamed hedge fund’s volatility research team. The role researches options signals and quantitative trading methods with portfolio managers.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Study volatility surfaces and spreads.
Backtest systematic options ideas.
Develop datasets and predictive models.

What they ask for

Required

Python
Statistical modelling
Machine learning
Options knowledge
Time-series analysis

Preferred

C++ or Go

Education: Quantitative master’s degree or PhD required.
Experience: Three-plus years across investment work, quant research or data science.
Languages and tools: Python
C++
Go
Markets: options, equities

How to prepare

Model single-stock versus index volatility.
Backtest an options signal with hedging costs.
Compare volatility forecasts across regimes.

What to study

The Volatility Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on BAH Partners’s site before applying: requirements, location and pay can change after we check them.

View the posting on BAH Partners’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with BAH Partners and doesn’t handle applications.