Senior Futures Risk Analyst

Futu US Inc. stands at the forefront of financial services, housing two SEC registered broker-dealers alongside a cryptocurrency brokerage — all operating under the reputable wing of Futu Holdings Limited (Nasdaq: FUTU).

Our core mission revolves around innovating the investing landscape through a digitized brokerage and wealth management platform that's designed to elevate the investment experience.

Here's a closer look at our key entities:

• Futu Clearing Inc.: An SEC registered FINRA member dedicated to delivering top-tier clearing and execution services globally.
• Moomoo Financial Inc.: As an SEC registered FINRA member, we provide retail investors access to both U.S. and Asian securities markets, ensuring your investment journey is backed by expertise.
• Moomoo Technology Inc.: Offering a data-rich trading platform, we provide unparalleled insights and tools to enhance your trading strategies. Note that this entity is not a licensed broker-dealer.

For deeper insights into our entities and affiliates, explore futuclearing.com or moomoo/com/us  to discover the future of investing with confidence and innovation.

We are seeking an experienced, detail-oriented Senior Futures Risk Analyst to join our Futures Commission Merchant (“FCM”) risk management team in Jersey City/Dallas. This individual-contributor role is responsible for monitoring client and proprietary risk exposures, administering trading and credit controls, evaluating margin and collateral adequacy, and escalating emerging market- and credit-risk issues in a timely manner.

The ideal candidate brings hands-on experience in futures clearing or FCM risk operations, including intraday margin monitoring, position-limit oversight, credit controls, and risk escalation procedures. This role will work closely with Clearing Operations, Compliance, Finance, Technology, and business stakeholders to support a disciplined and scalable futures risk-control environment.

• → Monitor real-time and end-of-day market, credit, margin, and liquidity exposures across client accounts and proprietary positions.
• → Execute established risk-monitoring procedures; identify, investigate, document, and escalate risk-limit breaches and unusual account activity promptly.
• → Administer CME Globex Credit Controls (“GC2”), including setting and maintaining approved pre-trade exposure and maximum-order-quantity limits for futures and options.
• → Evaluate client margin adequacy, including initial and maintenance margin requirements, variation margin, intraday deficits, and collateral coverage.
• → Monitor stress-testing and Value-at-Risk (“VaR”) results; identify portfolio vulnerabilities and escalate material adverse-risk scenarios.
• → Monitor exchange-imposed and firm-specific position limits, accountability levels, and reportable-position thresholds; investigate and escalate potential breaches.
• → Assess the quality, eligibility, concentration, liquidity, valuation, and applicable haircuts of margin collateral.
• → Investigate risk alerts that may arise from stale prices, erroneous ticks, feed disruptions, position-data issues, or other market-data-integrity concerns; distinguish genuine risk events from data-driven false signals.
• → Execute risk escalation procedures, including trading restrictions, credit-limit changes, and support for partial or full account liquidations in accordance with delegated authority and firm policy.
• → Monitor upcoming market-risk events—including economic releases, geopolitical developments, contract expirations, delivery periods, and market holidays—and recommend appropriate adjustments to risk parameters or monitoring thresholds.
• → Partner with Clearing Operations, Compliance, Finance, Technology, and the business to resolve risk issues and improve control effectiveness.
• → Prepare daily risk reports, exception logs, incident summaries, and management reporting.
• → Participate in risk-control testing, procedure development, system enhancements, and regulatory or internal-audit requests.

• Bachelor’s degree in Finance, Economics, Mathematics, Risk Management, or a related discipline.
• 3–7 years of relevant experience in futures risk management, clearing operations, margin operations, or credit risk at an FCM, clearing firm, futures broker, or exchange.
• Strong understanding of futures contract specifications, settlement and delivery mechanics, and product-specific risk characteristics across equity index, fixed-income, commodity, FX, and options-on-futures products.
• Practical knowledge of initial margin, maintenance margin, variation margin, intraday margin calls, and end-of-day margin processes.
• Experience monitoring client portfolios for market, credit, margin, concentration, and liquidity risk.
• Familiarity with futures margin methodologies, including SPAN, CME CORE, or comparable risk-based margin frameworks.
• Working knowledge of exchange and firm position limits, accountability levels, reportable-position requirements, and account aggregation concepts.
• Experience interpreting stress-testing and VaR results and translating them into appropriate risk decisions or escalations.
• Familiarity with CME Globex Credit Controls (“GC2”) or comparable pre-trade credit-control and order-risk-control tools.
• Ability to investigate market-data and position-data anomalies, including stale prices, erroneous trades or ticks, and data-feed disruptions.
• Knowledge of escalation procedures for margin deficiencies, risk-limit breaches, trading restrictions, and forced liquidation.
• Familiarity with CFTC, NFA, and CME Group rules applicable to FCM risk operations.
• Strong analytical judgment, attention to detail, and ability to make sound time-sensitive decisions.
• Strong written and verbal communication skills.

• Direct experience at a self-clearing FCM or CME Clearing Member.
• Experience administering GC2 limits and monitoring blocked, cancelled, or restricted orders.
• Experience evaluating non-cash collateral, including collateral haircuts, concentration limits, and eligibility requirements.
• Series 3 registration or ability to obtain it within a defined period after hire.
• FRM, PRM, CFA, or similar risk-management certification.
• Experience with risk-reporting tools, SQL, Python, Excel/VBA, or data-analysis platforms.

• Risk exposures, margin deficits, and position-limit exceptions are identified, escalated, and resolved within established service-level and governance requirements.
• GC2 and other trading-risk controls are accurate, properly approved, and supported by complete documentation.
• Risk reports and incident summaries are reliable, concise, and actionable for senior management.
• Market-data anomalies are investigated efficiently without allowing genuine client or firm exposures to remain unmanaged.
• The role contributes practical improvements to risk-monitoring workflows, control documentation, reporting, and cross-functional issue management.