Job Description

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

: + 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