Rockbund
Trading Support Engineer
20+ daysJunior
Shanghai$75,000 – $125,0003w ago
Rockbund
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 team combines expertise in traditional finance, quantitative research, and advanced engineering with a deep understanding of blockchain technology. This unique blend enables us to excel in trading across complex crypto markets, including both CeFi and DeFi, while providing capital and strategic guidance to projects that drive innovation and foster sustainable growth in the crypto industry.
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.
Drive net returns across cross-sectional equity portfolios, CTA futures overlays, commodity basis strategies, and medium-frequency systematic books.
Optimize the capital deployment matrix across alpha pods, asset classes, and specific strategies based on changing market regimes and transaction cost friction.
Monitor transaction cost analysis (TCA), slippage, and borrow-cost efficiency; collaborate with the MFT Research Lead to refine cost-after-Sharpe forecasts.
Execute live trading risk control standards, position sizing limits, and drawdown management guidelines under extreme volatility or market correlation shifts.
5+ years running institutional multi-asset portfolios utilizing statistical arbitrage or predictive MFT strategies.
Proven track record of managing multi-asset strategies in China, with specific expertise in A-share cash equities, index futures, and commodity futures.
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.
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.
Expert command of the quantitative Python stack and performance optimization.
Practical experience implementing Mean-Variance or Risk-Parity models via commercial mathematical solvers.
Proven capability running multi-factor equity market-neutral, commodity calendar spreads, and index futures basis arbitrage.
Experience designing internal Transaction Cost Analysis (TCA) frameworks to minimize slippage and optimize short-leg stock borrow costs.
Total ownership of portfolio risk parameters, including Barra style-factor exposure limits and country/sector concentration bounds.
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
Competitive remuneration package and a m eritocratic 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
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.
5+ years running institutional multi-asset portfolios, Statistical arbitrage strategies, Predictive MFT strategies, China multi-asset strategies, A-share cash equities expertise, Index futures expertise, Commodity futures expertise, Mainland China regulatory constraints knowledge, T+0 cash equity limitations knowledge, Stamp tax impacts on turnover, Mainland brokerage capital/margin requirements knowledge, Cross-market execution experience, Cross-border capital flow handling, Hedging constraints handling, Quantitative Python stack expertise, Performance optimization, Mean-Variance models, Risk-Parity models, Commercial mathematical solvers, Multi-factor equity market-neutral strategy execution, Commodity calendar spreads strategy execution, Index futures basis arbitrage strategy execution, Transaction Cost Analysis (TCA) frameworks design, Slippage minimization, Short-leg stock borrow costs optimization, Portfolio risk parameters ownership, Barra style-factor exposure limits, Country/sector concentration bounds, Counterparty management, Senior relationships with Centralized Exchanges, Senior relationships with Prime Brokers, Mid-frequency statistical arbitrage, Daily predictive alphas, Intraday predictive alphas, P&L management, Capacity management, Capital allocation, Slippage accountability, Cost accountability, Risk parameters management, Live trading risk control, Position sizing, Drawdown management, Onsite/Hybrid (Hong Kong, Shanghai, Singapore)
Rockbund
Rockbund
Rockbund
Rockbund