Quant Dev, Credit Risk

QCP; Singapore; On-site; USD 60,000 - 100,000; Full time

Job summary

An established industry player is seeking a Credit Risk Quantitative Analyst / Developer to join their dynamic risk management team. This role offers the opportunity to work on innovative risk management tools and frameworks that are essential for the firm's credit risk management. As part of a small, dedicated team, you will contribute to the development of proprietary systems and enhance the robustness and performance of existing tools. With a strong focus on employee autonomy and growth, this firm fosters an environment where your ideas are valued and where you can make a significant impact in the evolving landscape of digital assets.

Benefits

Flexible working arrangements

Casual work environment

Employee autonomy

Opportunities for personal development

Qualifications

• Bachelor's or Master's degree in a relevant field is required.
• Experience in developing credit risk analytics frameworks is preferred.

Responsibilities

• Developing risk management tools for credit risk management.
• Maintaining and developing database adaptors for credit risk data.

Skills

C#

Python

Credit Risk Analytics

Traded Credit Derivatives Pricing

Education

Bachelor's Degree in Computer Science

Master's Degree in Engineering

Job description

QCP is Asia's leading digital asset partner, empowering clients to seamlessly integrate digital assets into their portfolios.

We offer a comprehensive range of solutions - from spot on/off ramping and fixed income strategies to vanilla options and bespoke exotics.

Driven by the vision to be the most trusted partner in digital asset markets, we provide innovative solutions that make digital assets a core component of every portfolio, balance sheet, and treasury.

Since our founding in 2017, we have witnessed the potential of digital assets to transform financial markets and the world at large. We exist at the centre of change, successfully navigating three market cycles and bridging institutional and crypto ecosystems.

We work to build trusted partnerships, putting client success and care at the heart of everything that we do.

Responsibilities

As a Credit Risk Quantitative Analyst / Developer for a trading firm, your role will be within a risk management team that is building and maintaining the proprietary systems that the Credit risk management group is using on a day-to-day basis.

• Work within a small team of quant developers under direction from the Head of Credit Risk responsible for the firmwide credit risk management
• The daily tasks will centre on
• Developing risk management tools including but not limited to deploying and implementing the firm's counterparty credit risk framework
• Maintaining and developing database adaptors for credit risk DB and credit data mart
• Factorisation and optimisation of code for robustness, performance, flexibility and readability
• Developing frameworks to support risk reports for risk analysis, reporting and stress testing of derivative instruments and their pricing models
  
  

Requirements

• Bachelor's or Master's degree in computer science, engineering, or a related field
• Knowledge in C# and/or Python is an advantage but not a requirement
• Experience in developing counterparty credit risk analytics and monitoring frameworks
• Ability to work on traded credit derivatives pricing models
  
  
  

Benefits

The Environment We Offer

As a growing firm with a tightly-knit team, we respect and listen to all our employees. You will get the chance to make an impact by having your voice heard by everyone, including the management.

Our employees enjoy a high level of autonomy at work. We focus on substance, not form - as long as you can perform, you will be recognized and rewarded. We are also dedicated to supporting our staff and ensuring they develop holistically to maximize their potential in the long- term.

We also provide flexible working arrangement as required and a casual and fun environment to boot!