Senior Risk Manager

Our client, a well- established proprietary trading firm with a focus on using systematic trading strategies, is looking to expand their business within the Asia Pacific region. The company is looking for a Senior Risk Lead to join them. Key Responsibilities Act as the primary advisor to senior management on firm-wide risk posture , capital allocation, and governance. Risk Architecture & Frameworks Architect and own the firm’s real-time, intraday, and end-of-day risk frameworks , ensuring they remain robust under high-speed trading conditions. Oversee design and implementation of company wide -level limit frameworks —position limits, P&L thresholds, exposure caps, leverage metrics, and kill-switch triggers. Establish rigorous governance, approval workflows, and escalation processes across all trading entities. Quantitative Risk Modeling Lead development and validation of frontier risk models , including intraday exposure models, stress testing, scenario analytics, liquidity-adjusted risk, and tail-risk frameworks. Ensure models capture microstructure behavior, regime shifts, and the complexities of HFT/MFT alpha. Oversee periodic model reviews, backtesting, and calibration routines. Real-Time Monitoring & Controls Automation Drive the build-out of fully automated real-time risk engines , integrating streaming exposures, P&L attribution, market data, and order-flow analytics. Partner with engineering to embed pre-trade and post-trade controls into low-latency trading systems. Champion a “controls by design” approach for exchange risk checks , kill switches, throttles, and self-trade prevention. Reporting, Analytics & Insights Deliver high-impact executive risk reporting—intraday dashboards, EOD risk summaries, stress matrices, and cross-strategy exposure analytics. Lead post-trade forensic reviews, identifying sources of risk, factor exposures, drawdown drivers, and unintended behaviors. Provide insight into capital allocation , trade sizing methodologies, and portfolio-level risk optimization. Regulatory Alignment & Cross-Functional Leadership Partner with compliance/legal to ensure alignment with global regulatory requirements across exchanges, jurisdictions, and new market expansions. Collaborate with technology leadership to advance data quality, observability, monitoring , and fault-tolerance across all risk systems. Serve as a senior stakeholder for new strategy onboarding, exchange connectivity, and cross-asset product deployment. Requirements: 8–12+ years of experience in quantitative risk, traded risk, HFT/MFT risk, or algorithmic trading oversight. Bachelor’s or a Graduate degree in Computer Science, Mathematics, Physics, Engineering, or a related quantitative discipline. Have at least 2 years of people management experience, comfortable leading a team of 2 – 3 risk analysts. Deep technical proficiency in Python/C++, with an understanding of low-latency architectures and real-time data processing. Strong grasp of market microstructure, exchange-level risk mechanisms, liquidity behavior, and the dynamics of automated trading strategies. Experience designing or implementing risk frameworks, limit structures, and automated control systems. Exceptional communication skills with the ability to influence across trading, quant, engineering, and executive leadership. Proven track record of sound judgment under pressure, particularly in fast, volatile intraday markets. Please email your cv directly to sophia@theedgepartnership.com in word format with job reference no. 000015794 to sophia@theedgepartnership.com Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days we regret to inform you that your application for this position was unsuccessful. EA Licence: 16S8131 Recruiter Licence: R22104669