About Us

XINXIAMEN CAPITAL MANAGEMENT, founded in 2016 and headquartered in Singapore with a Hong Kong office, is a single family office with a quantitative core, investing across global markets. In the secondary markets we run a dual engine of discretionary and systematic strategies — with particular depth in US equities and crypto assets — spanning market-neutral, CTA and multi-factor approaches at mid-to-low frequency. Our edge is research- and data-driven: rigorous backtesting, disciplined risk management and continuous strategy development, complemented by external allocations and selective primary-market opportunities across industries worldwide.

We operate as a lean, autonomous team: each trader owns a dedicated account and runs their own strategy, supported by shared capital, infrastructure, data and execution. We are now expanding our quantitative trading desk in Hong Kong and looking for independent quant traders who already have a proven strategy of their own.

The Role

You will run your own systematic trading book end-to-end — from signal research and strategy design through backtesting, live deployment, execution and risk management. This is a high-autonomy, P&L-owning seat for a self-sufficient trader who can independently build, run and improve profitable mid-to-low frequency strategies in crypto market.

Key Responsibilities

Independently own and trade a dedicated account, taking full responsibility for strategy P&L and risk.
Research, develop and deploy mid-to-low frequency systematic strategies — market-neutral, CTA / trend-following, statistical arbitrage, multi-factor equity, funding-rate and cross-exchange arbitrage — across crypto (spot, perpetuals, derivatives) and US equities.
Manage the full trading lifecycle: data pipelines, factor research, backtesting, parameter optimisation, live execution, and real-time risk and inventory monitoring.
Continuously improve strategy capacity, Sharpe and drawdown control as market conditions evolve.
Maintain rigorous risk discipline and operate within firm-wide risk limits.

Requirements

3+ years of mid-to-low frequency systematic / quantitative trading experience, gained at a top-tier quantitative trading firm — a leading quant hedge fund or proprietary trading firm.
A demonstrable, attributable live track record running your own strategy, with clear metrics (returns, Sharpe, maximum drawdown, capacity).
Hands-on expertise in market-neutral and/or CTA / systematic strategies, ideally in crypto and/or US equity markets; experience with statistical arbitrage or multi-factor models is highly valued.
Strong programming skills in Python (and/or C++) covering the full pipeline: research, backtesting, execution and monitoring.
Solid foundation in mathematics, statistics, probability and/or machine learning.
Proven ability to work independently, and self-manage with strong risk awareness.

Preferred

Live trading track record in crypto / digital-asset markets (CEX and/or DEX) and/or US equities.
Experience with multi-factor models, alternative data, NLP / sentiment signals, or machine-learning-driven research.
Advanced degree (MSc / PhD) in a quantitative discipline — mathematics, statistics, physics, computer science, financial engineering or similar.

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