China Market Quant Strategy Lead

Rock Bund Capital; Hong Kong; On-site; HKD 1,200,000 - 2,400,000; Full time

Job summary

Rock Bund Capital, a leading proprietary trading firm, seeks a senior quant to own mid-frequency statistical arbitrage and daily/intraday alphas across China cash equities and futures. You will manage portfolio capacity and capital scaling to maximize risk-adjusted ROI.

Base in Hong Kong, Shanghai or Singapore, you will optimize cross-market execution, monitor costs, and refine risk controls using a Python-driven stack and advanced optimization methods.

Qualifications

• 5+ years running institutional multi-asset portfolios with statistical arbitrage or predictive MFT strategies.
• Expert knowledge of Mainland China markets and regulatory constraints.
• Cross-border execution experience between Mainland futures and HKEX.
• Strong Python programming and quantitative optimization skills.

Responsibilities

• P&L & capacity management across cross-sectional equity portfolios and futures.
• Capitalize on capital deployment across alpha pods and strategies.
• Monitor transaction costs, slippage, and borrow-cost efficiency.

Skills

Statistical arbitrage

Multi-asset portfolios

MFT strategies

Python stack

Portfolio optimization

Capital allocation

Execution & TCA

Risk management

Cross-market execution

Commodity futures

Tools

Python

Job description

Rock Bund Capital, a leading proprietary trading firm, seeks a senior quant to own mid-frequency statistical arbitrage and daily/intraday alphas across China cash equities and futures. You will manage portfolio capacity and capital scaling to maximize risk-adjusted ROI.

Base in Hong Kong, Shanghai or Singapore, you will optimize cross-market execution, monitor costs, and refine risk controls using a Python-driven stack and advanced optimization methods.