AVP - Quant Risk

Gravitas Recruitment Group (Global) Ltd; Singapore; On-site; SGD 180,000 - 260,000; Full time

Job summary

Gravitas Recruitment Group (Global) Ltd seeks a desk-facing Quantitative Risk professional to join the Front Office trading desk in Singapore. You will collaborate with traders and structurers to build, calibrate, and implement advanced pricing models and risk analytics for exotic derivatives and structured products.

The role emphasizes close interaction with traders, multi-year project leadership, model risk discussions, and delivering cutting-edge trading tools in a high-impact environment.

Qualifications

• Master's degree in a highly quantitative discipline.
• 6+ years of front-office quantitative analytics experience.
• Strong ability to translate complex math for non-technical stakeholders.

Responsibilities

• Sit on or directly face the trading desk and work with traders to engineer real-time trading tools.
• Lead multi-year quantitative projects and manage control frameworks, mentoring junior quant developers.
• Explain model behaviors, assumptions and limitations to senior management, Model Risk Management, and compliance.

Skills

Front-office quant analytics

Communication with traders

Mathematical modeling

Education

Master's degree in Financial Mathematics / Mathematics / Physics / Statistics / Engineering

Job description

Our client is seeking an exceptional, desk-facing Quantitative risk to sit within their Front Office trading desk in Singapore. In this highly impactful role, you will work hand-in-hand with traders and structurers, serving as a key technical expert driving the development, calibration, and implementation of next-generation pricing models and risk management analytics for complex exotic derivatives and structured products.

Key Responsibilities

• Sit on or directly face the trading desk. Work closely with traders and structurers to evaluate market opportunities, engineer custom structured solutions, and create real-time trading tools.
• Guide the desk's broader quantitative roadmap, manage high-impact multi-year projects, maintain control frameworks, and mentor/train junior quantitative developers.
• Clearly articulate model behaviors, underlying assumptions, and structural mathematical limitations to senior management, control functions (Model Risk Management/Validation), and compliance stakeholders.

Required Qualifications & Technical Skills

• Master's degree in a highly quantitative discipline (Financial Mathematics, Mathematics, Physics, Statistics, or Engineering).
• 6+ years of front-office quantitative analytics experience within a major investment bank, asset manager, or tier-1 hedge fund.
• Sharp, business-focused interpersonal skills. The ability to speak fluidly with fast-moving traders while effectively translating complex math for non-technical stakeholders.