Campus FPGA Engineer (Intern)

Quant Blueprint LLC; Singapore; On-site; SGD 80,000 - 120,000; Full time

Benefits offered by this job

Travel Medical Insurance

Group Pension Scheme

Group Life Assurance

Paid Parental Leave

Commuter Benefits

Job summary

Quant Blueprint LLC based in Singapore seeks a Quantitative Risk Manager for its Global Risk Management team, primarily focusing on Market Risk. The role blends risk management expertise with a hands-on quantitative approach. Key responsibilities include liaising with trading teams to assess and mitigate market risks, with an emphasis on tech-driven solutions.

The ideal candidate will have over 5 years of risk management experience and solid programming skills in Python, alongside robust data handling expertise.

Qualifications

• 5+ years of institutional risk management or trading experience.
• 3+ years of relevant technical experience preferred.
• Strong programming skills in Python are essential.
• Practical experience in working with financial data.

Responsibilities

• Work with trading and technology teams to manage market risks.
• Identify and mitigate potential risks to the firm.
• Connect market risk management efforts between Asia and US.
• Utilize technical skills for global risk capabilities.

Skills

Institutional risk management experience

Trading experience

Programming in Python

Data handling

Communication skills

Tools

Pandas

Numpy

Scipy

Job description

As a Quantitative Risk Manager with a focus on Market Risk, you will be part of our Global Risk Management team. The department operates closely with trading and technology teams to manage the inherent risks in Jump's trading strategies across various exchanges. We are looking for someone who can bring risk management experience in addition to a critical, quantitative, and proactive hands‑on approach. This role requires both the nimbleness to quickly attack new business needs as well as the thoughtfulness to organize and deploy data, compute, visualization, and decision‑making workflows at scale.

What You’ll Do:

• Work closely with key stakeholders across our global business (e.g. trading teams, technology, treasury, clearing, business development, compliance).
• Identify, measure, monitor, and mitigate known and potential risks to the firm.
• Be a connector between market risk management in Asia and US.
• Use technical capabilities on a daily basis to drive both tactical and strategic global risk capabilities.
• Other duties as assigned or needed.

Skills You’ll Need:

• At least 5 years of institutional risk management and/or trading experience from a multi‑asset proprietary trading firm, multi‑strategy hedge fund, asset manager, or investment bank.
• At least 3 years of relevant technical experience required, but not necessarily in a fully technical role.
• Strong programming experience in Python along with common packages such as Pandas, Numpy, and Scipy required.
• Practical experience in working with data (whether daily or intraday).
• Direct experience in working with at least one financial asset class.
• Great written and verbal communication skills – good at ELI5.
• Self‑directed and able to take ownership of projects and responsibilities.
• Experience in having to learn something substantial from scratch while on the job.
• Reliable and predictable availability.

Bonus Points:

• Experience in development within a distributed Linux environment.
• Experience with financial instrument modeling and/or empirical research.

Benefits include:

• Travel Medical Insurance
• Group Pension Scheme
• Group Life Assurance and Income Protection Schemes
• Paid Parental Leave
• Commuter Benefits