Who we're looking for
We are looking for a Risk Manager (Derivatives Trading Platform), APAC to join our team in Hong Kong.
What you will be doing
Identify the exchange and product related risks, integrate them into risk management framework & guideline
Stay up to date with broader news (crypto / blockchain news) and identify any potential impact
Keep track on regulatory and market developments and ensure the risk framework are in line with the requirements
Oversight margin policy and margin models. Manage the model calibration and model validation processes, and work with Risk Operation team for execution and monitoring
Assist business owner on product design and implementation from market risk management perspective. Provide support on areas such as product onboarding, pricing model review / validation, liquidation strategies, price index construction, product lifecycle events etc
Responsible for exchange risk monitoring and review. Work with Exchange and Risk Operation team, ensuring high standard execution and monitoring processes.
Work closely with PM, Finance, Trading, Dev team and other risk departments (e.g. enterprise, other trading risk team) for product control, liaise with them to provide complete risk analysis on exchange products
Who you are
Educated to undergraduate / master level in numerate subjects.
10 years working experiences related to Financial / Risk management / Product control. Exchange or clearing house risk management experience preferred.
Good knowledge on risk management principles. Knowledge on regulatory requirements on exchange and clearing house is a plus.
Good knowledge on quantitative analysis methods, statistical models and derivatives pricing models. For example : VaR, portfolio margin, stress testing, back testing, Black-Scholes model and other derivatives pricing models.
Good Knowledge on crypto market. Understand on-chain events and their impacts on trading and pricing of crypto trading products.
Good knowledge on crypto derivatives and their corresponding market microstructure. Trading risk knowledge and trading experience is a plus.
Proficient in Python (3-5 years of working experience) and SQL. Knowledge in any other programming language is a plus.
Working experience with timeseries DB, Grafana, Pandas, Flask, Numpy is a plus.
Rigorous and focus on details, strong logical thinking and reasoning skills
Highly proficient written and verbal communication skills.
Ability to coordinate within teams across businesses.
Analytical and problem solving skills.
Passionate about cryptocurrency and blockchain.
What we offer
We offer an attractive compensation package working in a cutting-edge field of Fintech.
Huge responsibilities from Day 1.
Be the owner of your own learning curve.
The possibilities are limitless and depend on you
You get to work in a very dynamic environment and be part of an international team
You will get to have involvement in developing a brand new product from scratch alongside with a talented team