Quantitative Risk Manager

4 days ago

Singapore Metabit Technology LLC Full time $150,000 - $250,000 per year
Key Responsibilities

  • Credit Review & External Engagement

  • 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).

  • Risk Framework Development

  • 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.

  • Ongoing Risk Oversight

  • 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 bank, hedge fund, or asset manager.

  • Direct experience engaging with credit officers / PB risk teams is strongly preferred.
  • Familiarity with both quant-style risk analytics (VaR, backtesting, PnL distributions) and traditional credit risk language (liquidity stress, margin models, SA-CCR, issuer/industry concentration).

  • Skills:

  • Strong understanding of equities, futures, options, swaps, and financing structures.

  • Ability to "translate" between quant teams and brokers, aligning different perspectives on risk.
  • Excellent communication and presentation skills, especially in high-stakes external meetings.
  • Strong analytical mindset; able to propose practical improvements to the firm's risk management framework.
  • Proficient in both Mandarin Chinese and English due to nature of work

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