Portfolio Risk Manager

Portfolio Risk Manager

Altonomy is a trading, advisory and asset management firm specializing in cryptocurrency and digital assets

(more about Altonomy)

Altonomy | Singapore

Established in 2018, Altonomy is a trading firm specializing in cryptocurrencies with an AUM northward of USD 500 Million. Our business lines include proprietary trading, mining, and venture capital.

We are growing our DeFi trading arm which engages in electronic market-making, arbitrage, and momentum trading across multiple protocols on different blockchains. 

Technology and quantitative research remain the heart of our business and our expertise in these areas is the core to our success as a leading player in the blockchain arena. We operate in an open and flexible environment with opportunities for personal learning and development. We pride our employees as our greatest assets and take this opportunity to offer globally competitive remuneration packages with one of the best employee benefits in the market. We actively look to expand our talents and team members, so if you are up for a challenge in the growing DeFi space, this is the place to be!

 

Position Summary

  • Build & enhance in-house systematic portfolio management framework which assesses the exposure & performance of DeFi trading strategies
  • Research on and devise systematic portfolio construction methodologies for the department’s trading strategies
  • Monitor & manage the risk of different portfolios for the department
  • Effectively communicate state of the portfolios and subsequent adjustments to capital/balance sheets to traders and senior management

 

Experience

  • At least 5 years of portfolio risk management and/or trading experience on an algorithmic trading desk
  • Experience in the areas of pre-trade covariance metrics, portfolio risk management and correlation calculation between different financial instruments (including but not limited to spot, futures, options, and other derivatives)
  • Relevant experience in portfolio & performance analysis, asset allocation, and portfolio construction
  • S or Ph.D. degree in Math, Statistics, Physics, or related field
  • Ability to write and implement statistical ideas in Python, C++, or related programing languages
  • Cryptocurrencies or DeFi experience is a plus

  

Skills/Abilities

  • Ability to work independently on long-term technical problems
  • Comfortable working within a collaborative, team-oriented environment
  • Strategic thinking and strong analytical problem-solving skills
  • The ideal candidate should be highly motivated and have highest level of integrity
  • Hard-working and eager to learn in a highly intellectual, innovative environment