Our Client, a Global Systematic Hedgefund, is aggressively building out their Quantitative Trading functions across Singapore and Hong Kong.
We are currently seeking a Risk Manager with Quantitative capabilities to support the trading team in developing real-time monitoring/decision analysis tools, reporting on front office and new product risks, and ensuring the overall fund's quantifiable risk is in check as well.
The optimal candidate should have at least 1 year in an equivalent buy-side position or 3+ years in a sell-side position. As the fund operates mainly on a quantitative/systematic manner, a strong mathematical and coding (C++, Python, SQL) background would be strongly preferred.
If there is any interest, please feel free to reach out directly with an updated copy of your CV, and a brief introduction would also be appreciated as well.