Portfolio Manager - HFT

KOS International Talent Group; Hong Kong; On-site; HKD 600,000 - 1,000,000; Full time

Benefits offered by this job

Profit sharing

Direct access to top-tier venues

Full-stack engineering support

Job summary

KOS International Talent Group has a client recruiting a Portfolio Manager for a large-scale global quantitative trading firm. The role focuses on leading high-frequency strategies, owning P&L, and driving the research roadmap on an in-house, low-latency stack.

The candidate will mentor quant researchers and traders, collaborate with FPGA/C++ teams, and tighten risk controls while expanding into new venues and instruments across global digital asset venues.

Qualifications

• Verifiable live P&L in digital asset high-frequency space.
• Deep understanding of market microstructure and latency budgeting.
• Hands-on backtesting, simulation and performance attribution for low-latency strategies.
• Fluency in Python; practical exposure to C++ preferred.
• Strict risk awareness and data-driven decision making.
• Excellent communication with engineers, researchers and risk teams.

Responsibilities

• Own end-to-end P&L for high-frequency strategies, including market making, intraday microstructure and latency arbitrage.
• Lead the research pipeline: define priorities, validate signals, backtest, AB tests and live deployment.
• Collaborate with FPGA/C++ low-latency engineering to optimize execution and feed handling.
• Design and enforce real-time risk framework; monitor drawdown, fill rate, slippage, and timing.
• Scale capacity and expand to new venues and instruments; mentor junior staff.
• Prepare performance attribution and periodic strategy reviews for stakeholders.

Skills

Python

C++

Quantitative trading

Backtesting

Risk management

Tools

Backtesting frameworks

Market data feeds

Exchange gateways

Job description

Our client is a large-scale global quantitative trading firm building ultra-low-latency systematic strategies across digital assets. They are looking for HFT PM, and the role can be based in Hong Kong, Shanghai and Beijing.

The Portfolio Manager is to lead our high-frequency strategy product line, own P&L, drive research roadmap, supervise quant researchers and traders, and continuously optimize strategy performance, capacity and risk profile on our in-house low-latency stack.

Key Responsibilities

• Own end-to-end P&L for high-frequency strategies, including market making, intraday microstructure and latency arbitrage strategies on global digital asset venues.
• Lead the research pipeline: define research priorities, review strategy prototypes, validate alpha signals, conduct backtesting, A/B testing and live deployment.
• Collaborate closely with FPGA/C++ low-latency engineering team to optimize order execution, feed handling, network stack and exchange gateways.
• Design and enforce real-time risk framework, monitor position, drawdown, fill rate, slippage and all core trading metrics; trigger intervention when needed.
• Scale strategy capacity, expand to new venues and instruments, maintain stable performance under changing market regimes.
• Mentor quant researchers and junior traders, build and develop the HF strategy team.
• Prepare performance attribution, strategy reports and periodic reviews for internal stakeholders.

Requirements

• Solid track record as HF PM / lead HF trader with verifiable live P&L in digital asset high-frequency space.
• Deep understanding of market microstructure, order book dynamics, latency budget, queue modeling, market making and adverse selection.
• Hands-on experience with backtesting, simulation, statistical analysis and performance attribution for low-latency strategies.
• Fluency in Python; practical exposure to C++ is preferred. Familiar with colo, market data feeds, order gateways and exchange API mechanics.
• Strict risk awareness, disciplined trading mindset, capable of making fast, data-driven decisions in volatile markets.
• Strong communication skills to align with engineers, researchers and risk team.
• Prior experience in large institutional quant / systematic trading firms is a major plus.

What We Offer

• Substantial allocation of firm capital and state-of-the-art proprietary low-latency trading infrastructure.
• Competitive base salary + high-performance profit-sharing structure.
• Direct access to global top-tier venues, colocation resources and full-stack engineering support.
• Flat, merit-driven culture focused on research freedom and performance.