风控总监

风控总监 — Crypto Quant FoF

工作地点： 香港（或深圳，每周需赴港 3–4 天）

薪资范围： 80–100 万港币 / 年

岗位简介

我们的客户是一家领先的 Crypto 量化 FoF（基金中的基金），现招聘 风控总监（Head of Risk Management），全面负责全链路量化策略风控、交易所风险监控、实时监控系统建设，以及重大事件下的风险决策。

该岗位将直接对接 CIO、策略团队、交易所、审计与工程团队，是公司最核心的中枢部门之一。

核心职责

1. 策略级风控管理（全链路风险）

• 审核各外部策略团队的风险框架（限额、仓位、回撤、执行逻辑）。
• 实时监控多策略组合：回撤、滑点、对敲、频率异常、仓位偏移等。
• 持续跟踪策略相关币种流动性、深度、清算风险、链上事件。

2. 交易所 & 市场结构风险

• 搭建交易所风险评分系统：故障、延迟、API 异常、对手方风险。
• 监控 CEX & DEX 流动性、清算墙、稳定币健康度。
• 对接 Kaiko / AmberData / Websocket 做数据异常监控。

3. 实时风控系统建设

• 主导搭建 FoF 实时风险面板：
• 敞口（delta/gamma/vega）
• 策略间相关性
• 基准偏离
• 异常资金流
• 与工程合作实现：
• 自动报警（TG/Slack）
• 断路器
• 异常交易自动暂停

4. 重大事件风控决策

在以下情况快速下达暂停 / 降仓指令：

• 交易所插针/停摆
• 链上拥堵
• 稳定币脱锚
• 策略行为异常
• 黑天鹅事件（闪崩 / 攻击）

5. 内部风控框架搭建

• 策略准入标准、仓位限制、集中度限制。
• 交易权限矩阵、DEV/PROD 隔离。
• 投后风控流程与策略方透明度建设。

6. 投资 + 合规协作

• 协助 CIO 评估新策略，提供风险意见。
• 对接管理员 / 审计 / 合规团队，确保合规性（香港 / 开曼 / 新加坡）。

任职要求

• 2–5 年量化风控或交易风控经验（Crypto / TradFi / HFT 皆可）。
• 熟悉 CEX 交易结构、永续机制、跨所价差、链上流动性特征。
• 能识别异常行为：对敲、刷量、模型漂移、仓位异常。
• 掌握 Python / TS / Go 任一语言。
• 熟悉 API/Websocket、实时监控架构。
• 能阅读策略日志、成交记录、链上数据。
• 冷静稳重，能在压力下快速决策。
• 清晰沟通能力强，能与 CIO、工程、策略团队合作。

加分项

• Crypto 量化基金 / 高频交易公司经验。
• 自研风控系统或监控工具经验。
• 了解期权希腊值、DeFi 风险、Oracle 风险。
• 有策略审计（log audit / execution compliance）经验。

Head of Risk Management — Crypto Quant FoF

Location: Hong Kong (or Shenzhen with weekly HK presence 3–4 days)

Compensation: HKD $800,000 – $1,000,000 annually ($100k to $130k USD)

Mandarin speaking is a must-have for this role

About the Role

Our client, a leading Crypto Quant Fund of Funds, is seeking a Head of Risk Management to build and lead the firm’s full-stack risk function. This role oversees multi-strategy quant risk, exchange-level risk monitoring, and real-time trading surveillance across both on-chain and centralized markets.

You will work directly with the CIO, external strategy teams, exchanges, auditors, and internal engineering to design the entire FoF risk framework—including real-time monitoring systems, circuit breakers, execution compliance, and emergency action procedures.

Key Responsibilities

1. Strategy-Level Risk Oversight

• Review and audit risk frameworks of external CTAs, quant teams, and traders.
• Monitor multi-strategy portfolios in real time: drawdowns, slippage, unexpected exposure, wash trading, abnormal frequency, etc.
• Track asset-level risks: liquidity depth, liquidation risk, contract structure, on-chain events (re-orgs, bridge failures).

2. Exchange & Market Structure Risk Monitoring

• Build an exchange risk scoring model covering outages, latency, API failures, counterparty risk, and fund safety.
• Monitor market liquidity regimes across CEX & DEX: depth, taker/maker behavior, liquidation walls, stablecoin health.
• Integrate third-party data (Kaiko, AmberData, Websocket feeds) for anomaly detection.

3. Real-Time Risk Engine Development

• Lead the creation of a real-time FoF risk dashboard.
• Monitor exposure (delta/gamma/vega), correlations, abnormal flows, benchmark deviations.
• Work with engineers to build:
• Auto-alert systems (Telegram/Slack)
• Trading circuit breakers
• Auto-halt modules for abnormal behavior

4. Emergency Risk Handling

• Make rapid decisions during crisis events:
• Exchange downtime/spikes
• Blockchain congestion
• Stablecoin depeg
• Strategy malfunction
• Major black swan events

5. Internal Risk Framework Development

• Define strategy onboarding standards, risk limits, max exposure, and concentration limits.
• Build permission matrices, environment isolation (DEV/PROD), operational audit flows.
• Strengthen post-investment monitoring and transparency.

6. Investment & Compliance Collaboration

• Support CIO in evaluating new strategies from a risk perspective.
• Coordinate with fund admin, auditors, and compliance teams to ensure regulatory alignment (HK / Cayman / Singapore).

Requirements

• 2–5+ years of risk management experience in Crypto Quant / TradFi Quant / HFT.
• Strong understanding of centralized exchange microstructure, perpetual swaps, cross-exchange spreads, on-chain liquidity.
• Ability to identify strategy abnormalities (wash trades, spoofing, model drift, exposure mismatch).
• Proficiency in Python / Typescript / Go (any one is acceptable).
• Experience with API/Websocket data pipelines and real-time monitoring systems.
• Able to read trading logs, execution data, and on-chain analytics.
• Strong decision-making ability under pressure.
• Clear communication skills with CIO, engineers, and external quant teams.

Nice to Have

• Experience in Crypto quant funds or high-frequency firms.
• Hands-on experience building risk systems or monitoring tools.
• Knowledge of options Greeks, DeFi risks, Oracle failure modes.
• Experience in execution compliance / trading log audits.

Benefits

• Competitive salary (HKD 800k–1M) + potential equity and bonues
• Work closely with top quant teams and CIO
• High ownership, real decision-making authority
• Exposure to multi-strategy quant, CEX/DEX, and real-time systems