Quantitative Market Risk Manager
Location: Hong Kong (open to relocation, Mandarin/English speaking is a must)
About the Firm - A global investment firm is expanding its Risk Team in Hong Kong and is seeking a Quantitative Market Risk professional to join a newly established team composed of elite talent from top-tier hedge funds.
- Headquartered in Hong Kong, with multiple global offices including US, UK, SG, HK etc.
- Over 400+ employees globally, with over hundreds based in Hong Kong
- Two core business lines:
- Asset Management (covering both crypto and traditional secondary markets)
- Digital Asset Exchange
Role Responsibilities - Develop and maintain quantitative models for market risk assessment across traditional and digital asset classes
- Conduct scenario analysis, stress testing, and VaR modeling
- Analyze market data to identify risk exposures and trends
- Collaborate with investment, quant, and engineering teams to integrate risk analytics into trading and portfolio management workflows
- Support regulatory and internal risk reporting
Ideal Candidate - 7+ years of experience in quantitative risk, preferably from hedge funds, proprietary trading firms, or investment banks
- Strong programming skills (Python, R, or C++) and experience with statistical modeling and data analysis
- Solid understanding of derivatives, market microstructure, and portfolio theory
- Experience with crypto markets or alternative data is a plus
- Analytical, detail-oriented, and thrives in a fast-paced, entrepreneurial environment
Why Join? - Work alongside top-tier talent from leading hedge funds
- Contribute to a high-impact team at the intersection of
traditional finance and digital innovation - Competitive compensation and strong career growth in a rapidly scaling firm
Interested?
Reach out to Isis Yu at isis.yu@hays.com.hk to explore this opportunity further. We look forward to hearing from you!
