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Quantitative Risk Manager
Singapore
Key Responsibilities
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Credit Review & External Engagement
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Represent the Risk function in quarterly and annual credit reviews with prime brokers and counterparties.
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Clearly articulate the firm’s risk framework, governance, and controls in a way that resonates with broker credit officers.
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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).
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Risk Framework Development
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Enhance and iterate the firm’s risk management framework, including governance, stop-loss standards, and stress-testing methodology.
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Design processes and policies that improve risk transparency for both internal and external stakeholders.
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Work with Trading and Quant Research teams to integrate risk monitoring into trading systems.
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Ongoing Risk Oversight
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Provide independent oversight of firm-wide risk exposures across equities, futures, options, and other derivatives.
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Monitor intraday and overnight risk, concentration, liquidity, and leverage usage.
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Partner with PMs, Treasury, and Trading teams to ensure strategies operate within agreed risk limits.
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Internal & External Communication
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Prepare and present risk reports for senior management and risk committee.
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Translate complex quantitative risk concepts into language that resonates with brokers, investors, and regulators.
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Collaborate with Treasury to optimize margin, financing, and broker engagement from a risk perspective.
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Qualifications
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Education:
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Bachelor’s or Master’s degree in Finance, Economics, Mathematics, Engineering, or related quantitative field.
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CFA, FRM, or PRM certification is a strong plus.
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Experience:
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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.
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Direct experience engaging with credit officers / PB risk teams is strongly preferred.
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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).
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Skills:
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Strong understanding of equities, futures, options, swaps, and financing structures.
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Ability to “translate” between quant teams and brokers, aligning different perspectives on risk.
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Excellent communication and presentation skills, especially in high-stakes external meetings.
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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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