Our client, a well- established investment firm with a focus on proprietary trading with a presence in Singapore and Asia is expanding their business in APAC and is looking for a Head of Risk (focus on Quant/Traded Risk ) to join them.
The candidate is expected to lead the real-time, intraday, and strategic risk function for the firm's high-frequency and quantitative trading desks. This role requires deep understanding of market microstructure, derivatives, algorithmic trading behavior, and the ability to proactively identify and manage risks in fast-moving environments.
You will work closely with traders, quant researchers, and technology teams to build robust risk frameworks, design automated controls, and ensure that trading strategies operate within appropriate risk and capital boundaries.
This is a high-impact leadership position central to the firm's trading safety, scalability, and long-term profitability.
Key Responsibilities
Real-Time & Intraday Risk Oversight
- Oversee intraday market, position, and P&L risk across all high-frequency and low-latency trading strategies.
- Monitor leverage, gross exposure, inventory accumulation, order-book behavior, and execution anomalies.
- Develop and maintain real-time dashboards, risk alerts, and kill-switch control mechanisms.
Risk Framework & Policy Leadership
- Define the firm's risk philosophy, limits framework, and escalation protocols.
- Design and enforce policies covering concentration limits, stale-quote risk, liquidity shocks, and correlated strategy drawdowns.
- Establish processes for periodic strategy risk reviews with traders and researchers.
Quantitative Risk Analytics
- Build and oversee models for:
- Intraday VaR / Expected Shortfall
- Scenario and stress testing (volatility spikes, crash events, liquidity droughts)
- Options greeks and volatility exposure (if applicable)
- Latency-risk interactions in HFT strategies
- Collaborate with quants to understand signal behavior, execution patterns, and tail-risk characteristics.
Automation & Tooling
- Partner with engineering to develop automated intraday checks, exception alerts, and risk-control systems.
- Ensure robustness of pre-trade, in-trade, and post-trade risk checks across all strategies and asset classes.
- Drive adoption of scalable risk infrastructure for high-throughput environments.
Stakeholder Collaboration
- Work closely with:
- Traders for exposure management and trade lifecycle oversight
- Quant Researchers to evaluate model assumptions and stress scenarios
- Technology for implementing automated controls and low-latency monitoring
- Compliance/Operations for governance and reporting
- Present periodic risk updates to senior leadership and strategy committees.
Incident Management & Continuous Improvement
- Oversee investigations into trading anomalies, execution issues, or risk limit breaches.
- Lead root-cause analysis and drive improvements to prevent recurrence.
- Build a culture of transparent, data-driven risk ownership across trading teams.
Qualifications & Experience
Required
- 815+ years of experience in quantitative trading risk, high frequency trading risk, derivatives risk, or market-making risk.
- Strong academic background in mathematics, statistics, engineering, physics, computer science, or finance.
- Deep understanding of:
- Market microstructure
- Algorithmic and HFT trading workflows
- Options greeks & vol dynamics (if applicable)
- Intraday P&L drivers and tail risks
- Advanced proficiency in Python, SQL, and analytical tooling.
- Proven experience building real-time risk systems and automated alert frameworks.
Preferred
- Experience in a proprietary trading firm (HFT, statistical arbitrage, market making).
- Familiarity with C++, kdb+/q, or low-latency data environments.
- Experience leading teams of quantitative or technical professionals.
- Exposure to global markets (equities, futures, options, FX).
Please email your cv directly to [Confidential Information] in word format with job reference no. 15794 to [HIDDEN TEXT]
Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days we regret to inform you that your application for this position was unsuccessful.
EA Licence: 16S8131
Recruiter Licence: R22104669
