MFT Strategy Lead (Fintech)

TL;DR

MFT Strategy Lead (Fintech): Managing mid-frequency statistical arbitrage and predictive alphas for China cash equities and futures with an accent on portfolio capacity, transaction costs, and capital scaling. Focus on optimizing capital deployment, refining TCA frameworks, and executing live trading risk control.

Location: Must be based in Hong Kong, Shanghai, or Singapore

Company

A leading proprietary quantitative trading firm specializing in digital assets and expanding into traditional global electronic markets.

What you will do

• Drive net returns across cross-sectional equity portfolios, CTA futures overlays, and medium-frequency systematic books.
• Optimize capital deployment across alpha pods and asset classes based on market regimes and friction.
• Monitor transaction cost analysis (TCA), slippage, and borrow-cost efficiency to refine forecasts.
• Execute live trading risk control standards, position sizing limits, and drawdown management.
• Manage senior relationships with Centralized Exchanges and Prime Brokers to optimize capital efficiency.

Requirements

• 5+ years of experience managing institutional multi-asset portfolios using statistical arbitrage or MFT strategies.
• Proven track record with China A-share cash equities, index futures, and commodity futures.
• Deep operational knowledge of Mainland China regulatory constraints, including T+0 limitations and stamp tax impacts.
• Expert command of the quantitative Python stack and performance optimization.
• Practical experience implementing Mean-Variance or Risk-Parity models via commercial mathematical solvers.
• Experience designing internal TCA frameworks to minimize slippage and optimize stock borrow costs.

Culture & Benefits

• Competitive remuneration package within a meritocratic culture.
• Fast-paced, result-oriented environment with a flat organizational structure.
• Casual working environment with collaborative team dynamics.
• High-level exposure to the digital asset ecosystem and current market insights.
• Significant career development opportunities.