Portfolio Manager (Risk Management)
Worthland
- Kuala Lumpur
- Tetap
- Sepenuh masa
Work Arrangement: On-site, Hong KongLanguage: Mandarin fluency required; English communication abilityAbout the CompanyOur 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 OverviewWe 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
- 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
- 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
- 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