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 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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