Quant jobs / Flow Traders

Risk Manager – APAC

A hands-on risk role covering market and credit risk plus treasury for Flow Traders' APAC trading, including digital assets. It reports to the regional Head of Risk and works with trading and technology.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Monitor APAC positions against market and credit limits
Report P&L and exposure to management
Build and improve risk models, analytics and reports using automation
Support treasury, securities lending and capital management
Respond to OTC risk requests quickly

What they ask for

Required

3-5 years in risk within a trading environment
Quantitative degree (e.g. financial engineering, maths, economics)
Multi-asset products and valuation
SQL and Python
Decisive calls under time pressure
Communication

Preferred

Digital assets knowledge

Education: Degree in financial engineering, maths, economics, computing or related field
Experience: 3-5 years in risk management within trading
Languages and tools: Python
SQL
Markets: multi-asset, crypto

How to prepare

Study VaR, stress tests and limit frameworks across asset classes
Learn margin, funding and prime brokerage mechanics
Build a risk-reporting notebook in Python and SQL
Review crypto-specific risks: custody, venues and liquidity

What to study

The Risk Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Flow Traders’s site before applying: requirements, location and pay can change after we check them.

View the posting on Flow Traders’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Flow Traders and doesn’t handle applications.