Risk Manager
Posted 11 Aug 2026
BranchFactor Summary
The original posting with the fluff stripped out
- Management level
- Individual contributor
No salary listed for this role.
Field of studyComputer Science, Economics, Engineering, Quantitative Finance (or related)
Study levelBachelor's
CertificationsFRM, Cfa
Study levelMaster's
About Grasshopper
Grasshopper is a quantitative trading technology provider based in Singapore, and is the holding company of Grasshopper Asset Management. Our state-of-the-art technology, built from the ground up in-house, puts us at the forefront of developments in electronic trading. An unbroken record of consistency and profitability is underpinned by firm values of curiosity, empowerment and flexibility.
Position Overview:
As we continue to expand our risk team, we are seeking a skilled Risk Manager with a strong technical background and expertise in low-latency electronic trading, futures and options, and automated market-making environments to join our team.
The Risk Manager will play a critical role in safeguarding our automated strategies by managing real-time exposure, optimizing pre- and post-trade risk controls, ensuring operational integrity and supporting the business.
As a key member of the Risk Team, you'll:
- Manage real-time intraday risk across high-frequency execution pipelines, market-making books, and automated strategies in global derivatives and equities markets.
- Oversee and optimize pre-trade and post-trade risk controls, hard limits and emergency mitigation protocols.
- Collaborate closely with trading teams, developers, and trading operations to evaluate strategy risks, validate limit requests, and investigate execution anomalies.
- Monitor automated quoting behavior, system bottlenecks, and market volatility spikes that could impact the firm’s risk profile or exposure limits.
- Ensure strict adherence to internal risk governance policies, regulatory requirements, and exchange limits.
- Design and automate quantitative risk monitoring tools, reporting dashboards, and log-analysis pipelines using Python and SQL.
We'd love for you to have:
- A Bachelor’s degree in Quantitative Finance, Computer Science, Engineering, Economics, or a related technical field; Master’s degree or professional certifications (e.g., FRM, CFA) are a plus.
- Proven experience in risk management within an HFT, proprietary trading, or electronic market-making environment.
- Strong programming skills in Python (with proficiency in Pandas, NumPy) for data analysis, risk automation, and log parsing.
- In-depth understanding of pre-trade risk controls, exchange mechanics, execution gateways, and real-time trade reconciliation.
- Solid grasp of quantitative risk metrics, option pricing, Greeks, and portfolio exposure management across futures, options, forex, and equities.
- Excellent communication skills, with the ability to make rapid, high-stakes decisions and clearly convey risk insights to senior management and tech teams.
- Ability to work independently in a fast-paced environment.