Risk Manager (Quantitative)

Key ResponsibilitiesRepresent the Risk function in credit reviews with prime brokers and counterparties; clearly communicate the firm’s risk framework and controls.Develop and enhance risk management frameworks, governance standards, and stress-testing methodologies for transparency and consistency.Oversee firm-wide risk exposures across asset classes (equities, futures, options, derivatives) and ensure adherence to risk limits.Collaborate with Trading, Quant, and Treasury teams to integrate risk monitoring and optimize margin and financing strategies.Prepare and present clear, data-driven risk reports for management and stakeholders, effectively translating complex risk metrics into practical insights.Qualifications:Bachelor’s or Master’s degree in Finance, Economics, Mathematics, Engineering, or a related quantitative discipline.3–7 years’ experience in Risk Management, Counterparty Credit Risk, or Prime Brokerage Risk within a leading bank, hedge fund, or asset manager.Strong understanding of equities, derivatives, financing structures, and risk models (VaR, backtesting, stress testing).Professional certification such as CFA, FRM, or PRM is advantageous.Excellent communication and presentation skills, with the ability to liaise effectively in both English and Mandarin to engage regional and international stakeholders.Regrettably, only shortlisted candidates will be notified.If you are keen on this exciting opportunity, kindly ‘Apply Now’ or email andrewina.pang@trulyyy.com• Referrals are greatly appreciated*Business Registration No.: 202004228REA Licence No: 20S0118Registration No: R21100205