Description

• Build and operate quantitative trading strategies with holding periods under one day
• Enhance and maintain automated trading infrastructure, continuously improving execution quality and robustness
• Partner with researchers, engineers, and fellow traders to translate models into live production systems
• Actively manage live risk by adapting to shifts in liquidity, volatility, and market structure
• Uphold disciplined risk controls and ensure adherence to applicable regulatory standards

• Established track record in professional proprietary trading, high-frequency trading, or active portfolio management, with annual realised P&L exceeding USD 2 million
• Ownership of proven, production-ready alpha strategies, with readiness to transition and scale them within a new platform
• Exposure to index roll or index arbitrage approaches is advantageous
• Strong familiarity with electronic trading across major derivatives and equity venues in Asia-Pacific and the US, including Japan, Singapore, Malaysia, Thailand, Australia, Taiwan, India, and US futures markets; experience in Hong Kong, mainland China, or Korea is also relevant
• Advanced quantitative skillset, with the ability to extract signal from data and convert insights into systematic trading logic
• Clear communicator capable of explaining complex models and performance drivers to both technical and commercial audiences
• Academic background in a quantitative discipline such as mathematics, computer science, finance, or economics (Bachelor's or Master's level)