Description

Our client, a well- established proprietary trading firm with a focus on using systematic trading strategies, is looking to expand their business within the Asia Pacific region. The company is looking for a Senior Risk Lead to join them.

Key Responsibilities

• Act as the primary advisor to senior management on firm-wide risk posture , capital allocation, and governance.

Risk Architecture & Frameworks

• Architect and own the firm's real-time, intraday, and end-of-day risk frameworks , ensuring they remain robust under high-speed trading conditions.
• Oversee design and implementation of company wide -level limit frameworks -position limits, P&L thresholds, exposure caps, leverage metrics, and kill-switch triggers.
• Establish rigorous governance, approval workflows, and escalation processes across all trading entities.

Quantitative Risk Modeling

• Lead development and validation of frontier risk models , including intraday exposure models, stress testing, scenario analytics, liquidity-adjusted risk, and tail-risk frameworks.
• Ensure models capture microstructure behavior, regime shifts, and the complexities of HFT/MFT alpha.
• Oversee periodic model reviews, backtesting, and calibration routines.

Real-Time Monitoring & Controls Automation

• Drive the build-out of fully automated real-time risk engines , integrating streaming exposures, P&L attribution, market data, and order-flow analytics.
• Partner with engineering to embed pre-trade and post-trade controls into low-latency trading systems.
• Champion a "controls by design" approach for exchange risk checks , kill switches, throttles, and self-trade prevention.

Reporting, Analytics & Insights

• Deliver high-impact executive risk reporting-intraday dashboards, EOD risk summaries, stress matrices, and cross-strategy exposure analytics.
• Lead post-trade forensic reviews, identifying sources of risk, factor exposures, drawdown drivers, and unintended behaviors.
• Provide insight into capital allocation , trade sizing methodologies, and portfolio-level risk optimization.

Regulatory Alignment & Cross-Functional Leadership

• Partner with compliance/legal to ensure alignment with global regulatory requirements across exchanges, jurisdictions, and new market expansions.
• Collaborate with technology leadership to advance data quality, observability, monitoring , and fault-tolerance across all risk systems.
• Serve as a senior stakeholder for new strategy onboarding, exchange connectivity, and cross-asset product deployment.

Requirements:

• 8-12+ years of experience in quantitative risk, traded risk, HFT/MFT risk, or algorithmic trading oversight.
• Bachelor's or a Graduate degree in Computer Science, Mathematics, Physics, Engineering, or a related quantitative discipline.
• Have at least 2 years of people management experience, comfortable leading a team of 2 - 3 risk analysts.
• Deep technical proficiency in Python/C++, with an understanding of low-latency architectures and real-time data processing.
• Strong grasp of market microstructure, exchange-level risk mechanisms, liquidity behavior, and the dynamics of automated trading strategies.
• Experience designing or implementing risk frameworks, limit structures, and automated control systems.
• Exceptional communication skills with the ability to influence across trading, quant, engineering, and executive leadership.
• Proven track record of sound judgment under pressure, particularly in fast, volatile intraday markets.

Please email your cv directly to sophia@theedgepartnership.com in word format with job reference no. 000015794 to sophia@theedgepartnership.com

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