Portfolio Manager (Risk Management)

 Portfolio Manager (Risk Management)

Crypto Quant Fund of Funds

Worthland Consulting Inc. · March 2026

Job Title: Portfolio Manager (Risk-Leaning) – Crypto Quant FoF

Location: Hong Kong (On-site)

Salary: HKD 500,000–800,000 per annum (base) + Bonus + Equity

Bonus: 3 months' extra salary (15-month total)
Work Arrangement: On-site, Hong Kong

Language: Mandarin fluency required; English communication ability

About the Company

Our client is a Hong Kong-based crypto quantitative Fund of Funds (FoF) with approximately USD 100M in total AUM (of which ~USD 50M is in USDT, with ~USD 30M actively allocated to external quant strategy teams). The fund is entirely self-funded with no external LPs. The team is ~8 people, all based in Hong Kong. Investment focus is on Asia-Pacific crypto quant teams, covering arbitrage, CTA, coin-margined enhancement, and select altcoin strategies. The arbitrage strategies currently yield approximately 13–14% annualized.

Role Overview

We are looking for a hands-on Portfolio Manager with a risk management orientation and real crypto quant experience. This role is NOT about building new trading strategies — it is about reviewing, monitoring, and evaluating external quant teams and their risk exposures. The ideal candidate must have cross-exchange arbitrage experience and can bring a complete set of risk metrics and monitoring frameworks from day one, without needing to be taught.

Key Responsibilities

• Conduct pre-investment due diligence on external quant teams: review their cross-exchange position logic, risk metrics, and liquidity monitoring capabilities

• Build and maintain a comprehensive risk metrics framework for cross-exchange arbitrage strategies (single-token exposure, OI, ADR, liquidity depth, etc.)

• Monitor live strategy performance: use exchange APIs, Telegram bots, and other tools to track multi-exchange positions, liquidity, and anomalous behavior in real time

• Conduct post-investment review and settlement audits: identify gaps between strategy execution and original mandates

• Provide professional risk reports and metrics to support future fundraising and external presentations to potential investors

• Collaborate with the research analyst on strategy factor analysis, correlation review, and portfolio allocation

Must-Have Requirements

• Hands-on experience in crypto quantitative trading, especially cross-exchange arbitrage (e.g., Binance vs OKX vs Bybit)

• Ability to articulate cross-exchange risk metrics: single-token exposure, OI, liquidity depth, marking cap, ADR, etc.

• Programming skills (Python/SQL or similar) with ability to build monitoring systems via exchange APIs

• Understanding of perpetual swaps, funding rate mechanics, futures, and derivatives structures

• 1–3+ years of experience in a crypto quant fund, FoF, asset management platform, or major exchange risk team

• Fluent Mandarin for direct communication with Asia-Pacific quant teams

Nice-to-Haves

• Prior experience in risk teams at Binance, OKX, Bybit, or other major CEXs

• Experience with options greeks, volatility surfaces, or derivatives modeling

• Previous work at crypto quant institutions in Hong Kong, Shenzhen, or Singapore

• Early-to-mid career professional with high energy, comfortable in a startup environment with flat hierarchy

Why Join

• Report directly to the founder/CIO with involvement in all risk decisions

• Self-funded operation with no external LP pressure — high flexibility

• Equity incentive opportunities with long-term team growth

• Multi-strategy, multi-exchange environment offering rich learning and career development