Quant Dev, Credit Risk

QCP Group; Singapore; On-site; SGD 70,000 - 100,000; Full time

Job summary

A leading digital asset partner in Asia is seeking a Credit Risk Quantitative Analyst / Developer to join their risk management team. The role involves developing risk management tools, maintaining databases, and optimizing code. The firm offers a flexible work environment and values employee input, providing opportunities for personal and professional growth.

Benefits

Flexible working arrangements

Casual work environment

High level of autonomy

Support for staff development

Qualifications

• Degree in computer science, engineering, or related field.
• Experience in developing counterparty credit risk analytics.
• Ability to work on traded credit derivatives pricing models.

Responsibilities

• Develop risk management tools and implement counterparty credit risk framework.
• Maintain and develop database adaptors for credit risk databases.
• Optimize and refactor code for performance and readability.

Skills

C#

Python

Counterparty credit risk analytics

Traded credit derivatives pricing models

Education

Bachelor's or Master's degree in computer science, engineering, or a related field

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 used by the Credit risk management group on a daily basis.

• Work within a small team of quant developers under the direction of the Head of Credit Risk, responsible for firmwide credit risk management.
• The daily tasks will include:
• Developing risk management tools, including deploying and implementing the firm's counterparty credit risk framework
• Maintaining and developing database adaptors for credit risk databases and credit data marts
• Optimizing and refactoring 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

Minimum Qualifications

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

The Environment We Offer

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

Our employees enjoy a high level of autonomy at work. We focus on substance, not form — as long as you perform, you will be recognized and rewarded. We are committed to supporting staff development and helping them reach their full potential in the long term.

We also offer flexible working arrangements and a casual, fun environment!