Product Director - Quantitative Trading Systems

Role Overview

We are seeking a Product Director - Quantitative Trading Systems to spearhead the product strategy, technical design, and delivery of institutional-grade quantitative trading platforms. This role is responsible for the end-to-end product direction, bridging the gap between sophisticated quantitative trading objectives and scalable, high-performance engineering solutions. The successful candidate will own the product roadmap for core trading infrastructure, ensuring systems meet stringent institutional standards for latency, stability, and risk control.

Key Responsibilities

1. Quantitative Trading Product Strategy

• Define and own the long-term product roadmap for quantitative trading platforms, ensuring alignment with institutional objectives such as alpha generation and execution efficiency.

• Continuously evaluate global industry trends in low-latency architectures, cloud-native trading systems, and AI-driven data engineering to maintain competitive product performance.

2. Solution Design & Stakeholder Management

• Lead technical requirement discovery with hedge funds, proprietary trading firms, and internal stakeholders (Quants, PMs, and CTOs).

• Translate complex trading strategies into detailed technical specifications, making informed product trade-offs across system complexity and delivery timelines.

3. Core Trading Systems Oversight

• Oversee the product planning and integration of mission-critical components, including Portfolio Margin Trading Systems, Market Data/Pricing, and Order Management Systems (OMS/EMS).

• Ensure the reliability of high-performance API frameworks (REST/WebSocket) tailored for institutional-grade trading demands.

4. Leadership & Execution

• Lead and mentor a cross-functional team of product managers and analysts, collaborating with backend and infrastructure engineers to drive high delivery quality.

• Direct the full Software Development Life Cycle (SDLC) from initial requirement analysis and PRD creation to production release.

Requirements

Education & Experience

• Master's degree in Quantitative Finance, Computer Science, or Financial Engineering is required to manage the advanced algorithmic and risk-modeling complexities of the role.
• Candidates with a Bachelor's degree and exceptionally deep technical experience in high-frequency trading (HFT) infrastructure will also be considered.
• Minimum 10 years of experience in IT/FinTech, with a focus on quantitative systems.

Technical Competencies

• Deep expertise in quantitative trading workflows and distributed system architectures.

• Advanced technical knowledge in:

  • Low-latency system design and high-frequency trading (HFT) infrastructure.

  • Exchange connectivity and messaging protocols (e.g., FIX, binary APIs).

  • Complex risk management models and portfolio margin rules.

Communication & Language Skills

• Proven ability to manage complex, multi-stakeholder projects in high-pressure financial environments.

• Language Proficiency: Professional fluency in English is required. As this role involves significant collaboration with regional stakeholders and engineering teams in North Asia, proficiency in Mandarin is strongly preferred to facilitate technical discussions and review documentation primarily written in Mandarin.