Quantitative Risk Manager

5 days ago


Singapore Metabit Full time

Responsibilities Represent the Risk function in quarterly and annual credit reviews with prime brokers and counterparties. Clearly articulate the firm’s risk framework, governance, and controls in a way that resonates with broker credit officers. Bridge internal quant-style risk metrics (backtests, model-based VaR, drawdown analysis) with external traditional risk measures (issuer/industry concentration, liquidity stress tests, unencumbered cash). Enhance and iterate the firm’s risk management framework , including governance, stop-loss standards, and stress-testing methodology. Design processes and policies that improve risk transparency for both internal and external stakeholders. Work with Trading and Quant Research teams to integrate risk monitoring into trading systems. Provide independent oversight of firm-wide risk exposures across equities, futures, options, and other derivatives. Monitor intraday and overnight risk , concentration, liquidity, and leverage usage. Partner with PMs, Treasury, and Trading teams to ensure strategies operate within agreed risk limits. Internal & External Communication Prepare and present risk reports for senior management and risk committee. Translate complex quantitative risk concepts into language that resonates with brokers, investors, and regulators. Collaborate with Treasury to optimize margin, financing, and broker engagement from a risk perspective. Qualifications Education: Bachelor’s or Master’s degree in Finance, Economics, Mathematics, Engineering, or related quantitative field. CFA, FRM, or PRM certification is a strong plus. Experience: 3–7 years of experience in Risk Management, Counterparty Credit Risk, or Prime Brokerage Risk at a top-tier investment



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