The Quant Trading team is responsible for trading and managing risks associated with different crypto products, including spots and derivatives. The team develops and implements trading strategies in fast-paced and complex trading environments.
As a core member of the Risk team, contribute to the overall development and execution of the risk management strategy for the Trading Business, including development and implementation of an effective Risk Management Framework and Operational Risk Management Framework
Responsibilities
- Contribute to the design of risk governance process for new products and new business initiatives and develop appropriate risk policies and procedures, ensuring compliance with relevant regulatory requirements
- Work with quant developers to build automated trading controls, and enhance risk infrastructure to allow better monitoring of real-time risk exposures
- Produce and analyze market risk metrics (VaR, Greeks) and deliver insightful commentaries and reports to traders and senior management
- Regularly review risk limits and perform risk assessments systematically based on analysis of large data-sets
- Implement tools to identify, assess, measure, monitor and report all material risks and escalate limit breaches to senior management
- Perform trade and position reconciliations, and P&L attribution analysis·
- Assist in ensuring efficient and smooth trading flow by troubleshooting problems presented throughout the trade lifecycle
- Participate in business continuity planning
Requirements
- Degree or above in a quantitative discipline, with professional qualification such as CFA and FRM an added advantage
- Minimum 5 years of working experience in relevant Risk Management, Model Validation role, with hands-on experience as well as in a managerial role
- Proficient in Python and SQL
- Knowledge in any other programming language is a plus
- Good organizational and interpersonal skills
- Think critically and strive for continuous improvement
- Passionate about cryptocurrency and blockchain
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