Responsibilities
- Strategic Broker Management: Lead the selection, onboarding, and management of brokers and trade counterparties. Negotiate fee structures and service level agreements to optimize capital allocation and reduce transaction costs;
- Market Access & Expansion: Spearhead the setup for new markets, with a specific focus on Chinese Onshore and Offshore setups. Navigate complex regulatory environments to ensure efficient and compliant market entry;
- Trading Setup Optimization: Collaborate with traders and engineers to optimize the IT and operational setup, ensuring low-latency connectivity and robust execution workflows;
- Proactive Opportunity Identification: Monitor market landscape changes and provide proactive feedback to the Front Office regarding new liquidity sources, regulatory changes, or structural arbitrage opportunities;
- Cross-Functional Collaboration: Act as the liaison between external partners (brokers, data vendors) and internal teams (Trading, Engineering, Risk) to deliver requirements for scalable business operations.
Required
- Approximately 5 years of relevant experience, preferably within large brokerage firms or proprietary trading firms;
- Strong hands-on experience with Chinese markets, including both onshore (e.g., A-shares, local derivatives) and offshore access models;
- Exposure to other Asian equity and derivatives markets is a strong plus;
- Fluent in both English and Chinese to effectively negotiate and navigate local market nuances;
- Familiarity with quantitative trading strategies, particularly high-turnover, leveraged, diversified, delta-neutral portfolios;
- Strong analytical mindset with the ability to evaluate trade-offs between cost, risk, capacity, and operational complexity;
- Ability to communicate effectively with traders, engineers, compliance, and senior management;
- Understanding of the full trade lifecycle, including booking, reconciliation, and counterparty risk.
Preferred
- Experience working with systematic or quantitative trading firms;
- Existing network across brokers, exchanges, or quantitative trading teams in China and Asia;
- Comfort working with data and basic scripting or analytical tools (e.g., Python, spreadsheets);
- Strong negotiation skills, intellectual honesty, and the ability to work in a fast-paced, flat-structure environment.
Note
- The job description provided is a general outline of the role and responsibilities. It is not intended to be exhaustive and may be subject to change based on the needs of the company.
Skills Required
- Approximately 5 years of relevant experience, preferably within large brokerage firms or proprietary trading firms
- Strong hands-on experience with Chinese markets, including both onshore and offshore access models
- Fluent in both English and Chinese
- Familiarity with quantitative trading strategies
- Strong analytical mindset
What We Do
Presto is an algorithmic trading and financial services firm built on a foundation of quantitative research and engineering. Our core strength lies in combining engineering, mathematics, and science to navigate both digital asset and traditional finance markets with precision. Executing over 100 million trades daily, Presto has earned its position as a major player in the financial services sector. We offer liquidity provision and over-the-counter (OTC) execution services for blockchain projects, delivering consistent value to our clients across varying market conditions. By leveraging multidisciplinary expertise, we continue to evolve our strategies and technologies to stay ahead in the dynamic global financial markets. Our approach blends the rigor of quantitative analysis with the creativity of scientific inquiry, allowing us to address complex challenges across both digital and traditional finance markets.
.jpeg)





