Head of Risk

About the Role

A premier systematic trading firm, renowned for its advanced high-frequency and medium-frequency trading strategies across APAC and globally, is expanding its risk management division. We are seeking an exceptional quantitative risk professional to join our Singapore office. Leveraging a world-class technology infrastructure, extensive proprietary datasets, and significant capital for rapid scaling of successful strategies, this position offers a remarkable opportunity for career advancement.

You will be instrumental in shaping the firm's quantitative risk framework. This involves the design, development, and ongoing maintenance of sophisticated models and systems for monitoring market risk, position limits, and exposure across our trading portfolio. As a key member of the firm's Risk Committee, you will have direct influence on high-level risk governance and will oversee the global risk function. Collaboration with trading and engineering teams will be crucial to ensure our risk infrastructure evolves in tandem with our dynamic, strategy-centric operations.

Responsibilities

• Participate actively in the firm's Risk Committee, contributing to global risk governance and policy development.
• Provide comprehensive oversight of the global risk function, ensuring uniformity and high standards across all trading desks and international locations.
• Develop and maintain systematic market risk models, including Value at Risk (VaR), factor models, stress testing, and drawdown analytics.
• Construct real-time risk monitoring systems that are seamlessly integrated with live trading infrastructure.
• Establish and manage position and exposure limits for various asset classes such as equities, futures, FX, and options.
• Collaborate with portfolio and strategy teams to accurately assess and quantify risk at both the strategy and portfolio levels.
• Contribute to the creation of pre-trade and post-trade risk analytics and reporting.

Requirements

• A minimum of 8 years of experience in a quantitative risk role within a systematic trading environment, specifically high-frequency trading (HFT) or fully systematic medium-frequency trading (MFT).
• A profound understanding of market microstructure and the specific risk dynamics associated with short-horizon trading strategies.
• Demonstrated experience in building risk systems from the ground up, rather than solely operating existing frameworks.
• A degree in a quantitative field such as Mathematics, Physics, Statistics, Computer Science, or a related discipline. An advanced degree is considered a plus.
• Proficiency in Python is advantageous.

What We Offer

• A significant role within one of Asia's most technologically advanced trading operations.
• Access to top-tier infrastructure and proprietary tools specifically designed for systematic strategies.
• Robust capital backing enabling swift execution of promising ideas.
• Highly competitive remuneration package with substantial performance-based incentives.
• Consideration for flexible working arrangements for the ideal candidate.

Additional Information

The firm is a leading systematic trading entity operating at the forefront of high-frequency and medium-frequency trading, with a significant presence in APAC and beyond. We are committed to building out our risk function and are seeking an exceptional quantitative risk professional to join our Singapore office. Our commitment to a world-class technology infrastructure, deep proprietary datasets, and the capital to rapidly scale winning strategies makes this a unique career opportunity.