Quant Strategy Lead - Statistical Arbitrage

Xin Xiamen Capital Management (Hong Kong) Pte Limited; Hong Kong; On-site; HKD 1,962,000 - 4,710,000; Full time

Job summary

Xin Xiamen Capital Management (Hong Kong) Pte Limited operates a Hong Kong office as part of its globally diversified quantitative investment platform. The role leads a statistical arbitrage strategy team and is responsible for the full lifecycle from research to live P&L, with initial capital oversight of USD 2M and a focus on crypto and equity markets.

The candidate will recruit and mentor researchers and traders, develop reusable research processes, and optimize execution while liaising with

Qualifications

• Top-tier quant/prop background from a leading hedge fund or prop trading firm.
• Managed live capital of at least USD 2M with verifiable account-level records.
• Proven leadership experience; able to build and run a strategy team from scratch.

Responsibilities

• Lead a statistical arbitrage strategy team end-to-end from research to deployment and live P&L.
• Own live deployment, execution optimization, and capacity management in crypto and/or equity markets.
• Recruit, coach, and manage researchers/traders within the team.

Skills

Python

C++

Leadership

Live trading

Quant research

Tools

Python

C++

ML libraries

Job description

Quant Strategy Lead - Statistical Arbitrage

XIN XIAMEN CAPITAL MANAGEMENT PTE LTD, founded in 2016 and headquartered in Singapore with a Hong Kong office, is a quantitatively-driven single family office investing across global markets. Its Hong Kong platform is SFC-licensed (Type 4 & 9), with ~USD 200–300M equivalent under management, running a dual engine of discretionary and systematic strategies with particular depth in US equities and crypto, and is expanding into high-frequency, market-making and arbitrage strategies.

About the role

Build and lead a statistical arbitrage strategy team, owning the full lifecycle from factor/residual research and deployment to live P&L

Independently manage the team's capital account and risk budget (starting at USD 2M, scalable with performance), controlling turnover, market impact costs, and borrowing/funding rates

Recruit, coach, and manage researchers/traders within the team

Establish reusable cross-sectional research and portfolio construction processes

Own live deployment, execution optimization, and capacity management of the strategy in crypto and/or equity markets

Liaise with the fund's risk management

Key responsibilities

Cross-Sectional and Pairs
Cross-currency/cross-instrument mean reversion, pairs/baskets, cointegration and residual trading.

Factors and Residuals
Residual alpha after neutralization; industry/market-cap/beta-neutral long‑short hedging.

Execution and Costs
Cost control under mid-to‑high turnover; market impact costs; borrowing and funding rate management.

Portfolio Construction
Portfolio optimization; risk budgeting; trade-offs among turnover, capacity, and risk.

About you

Top-tier quant/prop background: Hands‑on experience at a top quantitative hedge fund or proprietary trading firm

Managed ≥ USD 2M: Has independently managed live capital of at least USD 2M (or equivalent), with account‑level records confirming the actual size

Team‑lead experience: Proven leadership experience; able to build and run a strategy team from scratch, recruit, develop and manage researchers/traders, and establish reusable research and trading processes

Live crypto or equity trading: Live quant trading experience in crypto, or in equities (either one), with real money — not backtest/simulation

Engineering and quantitative background: Solid Python (and/or C++) and a strong foundation in mathematics, statistics, probability/machine learning, with the ability to personally conduct research and live trading