Description

1. This role will be based in Shanghai (full relocation package available).
2. Candidates must speak Mandarin to a minimum of business level.
3. The compensation package will match international norms for the industry.
4. You will have a demonstrable track record of alpha generation from a top-tier hedge fund, prop trading house, asset manager or sell-side trading desk.

1. Own the end-to-end lifecycle of the fund's international futures trading business.
2. This is a leadership role requiring a blend of strategic vision, alpha generation, and technical oversight.
3. You will lead a team of traders, quants and developers to capture alpha in liquid futures markets across multiple asset classes, with a bias towards global equities / equities derivatives.

1. 8+ years' experience as a Portfolio Manager or Senior Quant Researcher managing a significant futures book at a Tier-1 HFT firm / multi-manager platform.
2. HFT to MFT Expertise：Demonstrated success in developing strategies within the high-frequency to mid-frequency space (seconds to intraday).
3. Deep understanding of the critical technical components of a high-frequency trading pipeline - from data ingestion to order execution.
4. Expert understanding of the bottlenecks of the trading loop with the ability to lead infrastructure optimisation.
5. Very high proficiency in statistical modeling applied to time-series data machine learning architecture.
6. Master's degree, or above, in a quantitative field (Maths, Physics, Computer Science, or Engineering etc.).