Coinhako - Market Risk Manager

Singapore3mo ago

In Office Senior APAC Investment Banking Banking Risk Manager Goal Setting Risk Management Python SQL Governance Linear Reporting FRM

Requirements

• 8+ years of progressive experience in Market Risk, with a proven track record of leading functions within an investment bank, hedge fund, or Tier-1 crypto exchange. • Expert-level understanding of Derivatives pricing, hedging, and the ability to deconstruct multi-leg financial products. • Demonstrated ability to manage risk through an organizational lens, balancing trading profitability with regulatory stability. • Advanced quantitative modeling skills (SQL, Python, or R). • Deep familiarity with yield-generating protocols and counterparty risk frameworks. • FRM or PRM designation is highly preferred. • Advanced understanding and/or experience working in a Cryptocurrency/Blockchain/Fintech/Finance Trading domain preferred.

Responsibilities

• 1. Strategic Risk Governance & Oversight • Lead and Design the daily monitoring framework for market risk exposures, ensuring global oversight of Spot and Derivative instruments. • Architect non-linear risk strategies for Crypto Options, establishing firm-wide standards for managing volatility smiles and tail-risk events unique to digital assets. • Direct the evolution of risk models for Structured Products and "Earn" portfolios, integrating liquidity and credit risk into a unified market risk view. • Own the Stress Testing Framework: Oversee the design and execution of VaR, back-testing, and extreme-event simulations, presenting findings directly to the Risk Committee. • 2. Product Innovation & Risk Architecture • Approve New Product Launches: Serve as the primary risk authority for "Earn" and structured offerings, ensuring risk-return profiles align with capital preservation goals. • Optimize Greeks Management: Set and enforce mandates for $\Delta, \Gamma, \Theta, \text{and } V$, providing senior-level intervention during limit breaches. • Liquidity Strategy: Develop proactive protocols to mitigate slippage-related manipulation by synthesizing on-chain and off-chain liquidity intelligence. • 3. Enterprise Leadership (ERM) • Policy Ownership: Drive the alignment of market risk limits with the broader Enterprise Risk Appetite Statement. • Cross-Functional Leadership: Partner with Legal, Compliance, and Operations to embed a holistic risk culture across the organization. • Executive Reporting: Transform complex technical data into strategic insights for the Board and regulatory bodies, acting as the primary point of contact for external audits.

Benefits

• Friendly and fun start-up work culture • Convenient work location located in the heart of CBD area • Generous annual leaves on top of national holidays • Medical coverage including GP, Specialist, TCM, and more • Self-care benefits and exciting fitness workshops/webinars • Vibrant office with a well-stocked pantry • Find out more about Coinhako here https://www.coinhako.com/ and don't forget to visit our Careers Page https://www.coinhako.com/join-us • By submitting your application to us, you consent to the collection, use, disclosure and processing of your personal data in accordance with our privacy policy, which is accessible at https://www.coinhako.com/legal/sg-1/privacy_policy.