Quant jobs / Goldman Sachs

Quantitative Volatility Trading Researcher – Options Pricing

A pricing-focused research role in Goldman Sachs' electronic options market-making team, growing the on-exchange options business in Hong Kong. You own pricing from market data intake to option valuation.

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.

Own the production pricing workflow from data ingestion through option valuation
Define metrics that measure pricing quality and steer research priorities
Extend the simulation capabilities within the pricing stack
Work with traders, researchers and engineers so pricing choices fit trading behaviour
Analyse strategy performance and rank improvements

What they ask for

Required

Options pricing in an on-exchange market-making setting
C++ and Python in a professional setting
Systematic, data-driven improvement of trading systems
Volatility surfaces
Collaboration with traders and engineers

Preferred

Market microstructure, hedging and live risk
MS or PhD in maths, physics or similar
Experience improving models, signals or execution logic
Listed options in Asian or global markets

Education: MS or PhD in maths, physics or similar STEM preferred
Experience: 5–10 years on an options market-making, electronic or quant trading team
Languages and tools: C++
Python
Markets: options

How to prepare

Build a volatility surface fitter for listed options data and test it for arbitrage-free behaviour
Study options market-making: quoting, inventory and delta hedging
Write a Monte Carlo or finite-difference pricer in C++ with a Python wrapper
Create pricing-quality metrics such as theoretical-versus-trade price error

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 Goldman Sachs’s site before applying: requirements, location and pay can change after we check them.

View the posting on Goldman Sachs’s site ↗

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