Quantitative Risk Management Director

14 hours ago


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

We are seeking a highly skilled and experienced Quantitative Risk Management Director to join our team at Crypto.

Job Summary

The successful candidate will be responsible for leading the in-business Risk and Reporting function for the global Quant Trading business. This role will cover both Risk and P&L monitoring with direct interaction with trading desks, central Finance team and other control functions.

Key Responsibilities
  • Real-time monitoring, analysis, and reporting of trading desks' risk exposures, limits, and breaches; actively following up on actions to resolve breaches with trading desks, and recommending risk mitigation strategies.
  • Setup and review of trading limits systematically.
  • P&L attribution, reporting, and analyses, with commentaries of key drivers.
  • Sound understanding of trading strategies, implementation of appropriate risk controls, and quantitative analytics on trading performance.
  • Contribution to the development of the trading risk management framework, drafting of risk policies and procedures for new and existing trading strategies, ensuring compliance with relevant regulatory requirements.
  • Monitoring of funding risk and ensuring integrity of balance sheet capital funding and usage.
  • Monitoring of key counterparty risks and operational risk, including business continuity.
  • Development of automated trading controls, scripts, and dashboards to monitor trading positions and balances real-time.
  • Preparation of trading performance reports and analyses for senior management.
Requirements
  • Degree or above in a quantitative discipline, with professional qualification such as CPA, CFA, FRM an added advantage.
  • Minimum 5 years of relevant working experience in a quantitative trading firm, investment bank, or hedge fund, in areas such as Product Control, Market Risk Management, Risk Strategist.
  • Hands-on experience developing risk management procedures and risk monitoring tools.
  • Strong understanding of financial products, knowledge of crypto products is a plus.
  • Proficient in Python and SQL.
  • Strong analytical skills, detailed oriented.
  • Hands-on, passionate about building, a product owner who can drive an initiative from start to finish.
  • Passionate about cryptocurrency and blockchain.
Estimated Salary

$150,000 - $200,000 per year.

About Us

Crypto is a fast-paced and innovative company that offers a dynamic work environment and competitive compensation packages.



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