Quantitative Risk Manager

4 days ago

Singapore Metabit Technology Full time $120,000 - $200,000 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:
    • 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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