Quantitative Risk Manager

3 weeks ago


Hong Kong, Central and Western District, Hong Kong SAR China Crypto Full time
Job Description

The Quant Trading team at Crypto is responsible for trading and managing risks associated with various crypto products, including spots and derivatives. As a core member of the Risk team, you will contribute to the overall development and execution of the risk management strategy for the Trading Business.

Key Responsibilities
  • Design and implement risk governance processes for new products and business initiatives, ensuring compliance with regulatory requirements.
  • Collaborate with quant developers to build automated trading controls and enhance risk infrastructure for real-time risk exposure monitoring.
  • Analyze market risk metrics (VaR, Greeks) and deliver insightful commentaries and reports to traders and senior management.
  • Regularly review risk limits and perform systematic risk assessments based on large data-sets.
  • Implement tools to identify, assess, measure, monitor, and report material risks, escalating limit breaches to senior management.
  • Perform trade and position reconciliations, and P&L attribution analysis.
  • Assist in ensuring efficient trading flow by troubleshooting problems throughout the trade lifecycle.
  • Participate in business continuity planning.
Requirements
  • Degree or above in a quantitative discipline, with professional qualifications like CFA and FRM an added advantage.
  • Minimum 5 years of experience in Risk Management, Model Validation, with hands-on experience and managerial roles.
  • Proficient in Python and SQL.
  • Knowledge in other programming languages is a plus.
  • Good organizational and interpersonal skills.
  • Critical thinking and a passion for continuous improvement.
  • Enthusiasm for cryptocurrency and blockchain.


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