We are a leading proprietary quantitative trading firm with a dominant presence in digital assets. Having established a world-class infrastructure for HFT and systematic arbitrage, we are now embarking on a multi-year expansion into traditional global electronic markets.

You will be the owner of our mid-frequency statistical arbitrage and daily/intraday predictive alphas across China Cash Equities and Futures. You are responsible for managing portfolio capacity, transaction costs, and capital scaling to maximize risk-adjusted ROI.

What You Will Do

• P&L & Capacity Management: Drive net returns across cross-sectional equity portfolios, CTA futures overlays, commodity basis strategies, and medium-frequency systematic books.
• Capital Allocation: Optimize the capital deployment matrix across alpha pods, asset classes, and specific strategies based on changing market regimes and transaction cost friction.
• Slippage & Cost Accountability: Monitor transaction cost analysis (TCA), slippage, and borrow-cost efficiency; collaborate with the MFT Research Lead to refine cost-after-Sharpe forecasts.
• Risk Parameters: Execute live trading risk control standards, position sizing limits, and drawdown management guidelines under extreme volatility or market correlation shifts.

Who You Are

• Experience: 5+ years running institutional multi-asset portfolios utilizing statistical arbitrage or predictive MFT strategies.
• Asset Expertise: Proven track record of managing multi-asset strategies in China, with specific expertise in A-share cash equities, index futures, and commodity futures.
• Regulatory & Market Knowledge: Deep operational knowledge of Mainland China regulatory constraints, including T+0 cash equity limitations, stamp tax impacts on turnover, and Mainland brokerage capital/margin requirements.
• Cross-Market Execution: Proven experience managing the "execution gap" between Mainland-listed futures and HKEX-listed instruments, including specific handling of cross-border capital flow and hedging constraints.
• Tech Stack: Expert command of the quantitative Python stack and performance optimization.
• Portfolio Optimization: Practical experience implementing Mean-Variance or Risk-Parity models via commercial mathematical solvers.
• Strategy Execution: Proven capability running multi-factor equity market-neutral, commodity calendar spreads, and index futures basis arbitrage.
• Execution & TCA: Experience designing internal Transaction Cost Analysis (TCA) frameworks to minimize slippage and optimize short-leg stock borrow costs.
• Risk & Exposure Management: Total ownership of portfolio risk parameters, including Barra style-factor exposure limits and country/sector concentration bounds.
• Counterparty Management: Background managing senior relationships with Centralized Exchanges and Prime Brokers to optimize capital and margin efficiency.

**This position can be based in Hong Kong, Shanghai or Singapore