Presto - Middle Office Business Analyst / Business Development Manager
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Requirements
• 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. • 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.
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. • To see how Presto excels in Quant trading? Click here to explore our YouTube channel!
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