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 #J-18808-Ljbffr Worthland