Risk Manager

Graviton Research Capital (Singapore) Pte. Ltd; Santo Niño 1st; On-site; PHP 900,000 - 1,300,000; Full time

Job summary

Graviton Research Capital (Singapore) Pte. Ltd is seeking a founding member for its Global Risk Team. You will develop and validate quantitative risk models for intraday exposure, stress testing, and scenario analysis, while backtesting with high-frequency data.

The role requires strong Python and C++ skills, experience with real-time systems and large data analysis, and collaboration with technology and compliance teams to ensure robust risk controls across trading strategies.

Qualifications

• Education: Bachelor's or Master's in Computer Science, Electrical Engineering, Mathematics or Physics.
• Experience: 2-5 years as an engineer or quantitative researcher.
• Technical skills: Python and C++, familiarity with real-time systems and large data analysis.

Responsibilities

• Develop, validate and maintain quantitative risk models for intraday exposure, stress testing and scenario analysis.
• Backtest and calibrate models using high-frequency trading data.
• Design and manage position, P&L and exposure limit structures by strategy, symbol and trading entity.
• Produce daily and intraday risk reports for senior management.
• Conduct post-trade analysis to understand sources of risk and drawdowns.
• Contribute to capital allocation discussions and portfolio-level risk optimisation.
• Partner with technology and compliance teams to enhance risk infrastructure and ensure adherence to exchange and jurisdictional rules.

Skills

Python

C++

Real-time systems

Large data analysis

Education

Bachelors or Masters in CS/EE/Math/Physics

Job description

Job Description & Requirements

You will be one of the original and founding members of the Global Risk Team, playing a critical role in overseeing real-time and end-of-day risk across high-frequency and mid-frequency trading strategies and asset classes. This role sits at the intersection of trading, quantitative research and technology — ensuring the firm maintains robust risk controls and regulatory compliance.

Key Responsibilities

• Develop, validate and maintain quantitative risk models for intraday exposure, stress testing and scenario analysis.
• Backtest and calibrate models using high-frequency trading data.
• Design and manage position, P&L and exposure limit structures by strategy, symbol and trading entity.
• Produce daily and intraday risk reports for senior management.
• Conduct post-trade analysis to understand sources of risk and drawdowns.
• Contribute to capital allocation discussions and portfolio-level risk optimisation.
• Partner with technology and compliance teams to enhance risk infrastructure and ensure adherence to exchange and jurisdictional rules.

Requirements

• Education: Bachelor's or Master's in Computer Science, Electrical Engineering, Mathematics or Physics.
• Experience: 2-5 years as an engineer or quantitative researcher.
• Technical skills: Strong programming skills in Python and C++, with familiarity with real-time systems and large data analysis.

Good-to-Have:

• Familiarity with exchange risk systems (kill switches, self-trade prevention, rate limits) and risk metrics such as VaR, expected shortfall and drawdown analysis.