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Open nowPosted 60 days ago

MFT Strategy Lead (China Market)

rockbund7 open roles

Where
Shanghai
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Your applicationOpen nowMFT Strategy Lead (China Market)rockbund · Shanghai
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This job: posted 60 days ago

The posting

Who We Are

Founded in 2019, Rock Bund Capital is a proprietary trading firm deeply committed to shaping the future of the cryptocurrency industry. We have an average daily trading volume reaching $1 billion and peak daily trading volume of $9 billion USD. We process over 15 million transactions daily, trading more than 1,000 symbols across major CEx and DEx.

Our teams bridge traditional finance, quantitative research, and high-performance engineering with native blockchain expertise. Having mastered volatile digital asset markets, we now leverage this technical and market expertise to drive our expansion into Traditional Finance.

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

Why Join Us

  • Competitive remuneration package and a meritocratic culture where accomplishments are rewarded
  • Fast paced and result-oriented with a flat structure
  • Teams collaborate in a casual working environment
  • Excellent exposure to the digital asset ecosystem and the latest market insight
  • Great career development opportunities

Disclaimer We do not accept unsolicited resumes from any professional staffing or search firms. All resumes, or any other information identifying potential candidates, shared with any employee of Rock Bund Capital or its affiliates by any method without a standing signed supplier agreement will be deemed free to contact without restrictions, and no placement fee of any kind will be paid in the event the candidate is hired by Rock Bund Capital or any of its affiliates.

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