Quantitative Strategist

Dymon Asia Capital is hiring a Quantitative Strategist to build, from the ground up, the research and trading infrastructure for systematic strategies in listed equity derivatives across Asia, Europe and the US. The strategist owns the full cycle: alpha research, pricing and hedging models, production trading systems, and live risk monitoring. The role sits between quantitative research and trading, so the successful candidate must be equally strong as a derivatives quant and as a production-grade software engineer.

Key responsibilities

• Design, develop and run systematic trading strategies in listed equity derivatives: single-stock and index options (including short-dated / 0DTE options in Europe and the US), structured warrants and callable bull/bear contracts (CBBCs) in Hong Kong, and the underlying cash equities.
• Build the pod's research and trading stack end to end: market-data capture, pricing and volatility-surface libraries, back-testing framework, order management and execution, and real-time ris and P&L.
• Develop and maintain automated market-making and hedging algorithms, including delta/gamma hedging logic that uses short-horizon price prediction to reduce hedging cost and slippage.
• Research alpha signals using statistical and machine-learning techniques (time-series models, gradient boosting, neural networks) and take them from prototype to production.
• Own low-latency production code and infrastructure: deploy, monitor and support live strategies during Asian, European and US trading hours.
• Work directly with the Portfolio Manager and other traders on strategy design, capacity, risk limits and capital allocation.
• Document models, systems and operating procedures to the standard required by the firm's risk, compliance and technology functions.

Requirements

Education

Master's degree in Electrical/Electronic Engineering, Computer Science, Applied Mathematics, Physics or another quantitative discipline.

Experience

• At least 3 years as a quantitative trader with direct P&L responsibility on a listed-options or derivatives market-making book.
• Hands-on experience trading or market-making Hong Kong listed structured products (derivative warrants, CBBCs, DLCs) and a working knowledge of HKEX market microstructure.
• Experience researching and trading short-dated / 0DTE index and single-stock options in European and US markets.
• Prior experience in a multi-PM hedge fund pod structure, including building a pod's trading and research systems from the ground up.

Technical skills

• Expert-level C# and Python; working knowledge of C/C++ for latency-sensitive components.
• Proven track record of designing and shipping production trading systems: pricing libraries, automated market-making and hedging engines, back-testing frameworks, execution and risk tooling.
• Deep understanding of options pricing, volatility-surface modelling and Greeks-based (delta/gamma/vega) hedging.
• Applied machine learning on financial time series (PyTorch, gradient boosting, neural networks) used to improve trading or hedging decisions in production.
• Multi-asset exposure: at least one earlier period covering FX (G10 and EM) or commodities derivatives in addition to equities.

Soft skills

• Able to operate with minimal supervision as the sole quant/technology owner within a small pod.
• Clear written and verbal communication with Portfolio Managers, risk and compliance.
• Professional working proficiency in English.