Quantitative Analyst - Risk Models & Analytics (SVP / VP)

SGX; Singapore; On-site; SGD 80,000 - 120,000; Full time

Job summary

A leading exchange in Singapore is seeking a high-caliber quantitative professional to lead the development of risk, margin, and pricing models. This role requires expertise in quantitative modeling and Python development, along with a strong understanding of financial markets. The successful candidate will work closely with various stakeholders, ensuring model validation and enhancements while thriving in a fast-paced, innovative environment. Excellent communication skills and a collaborative mindset are essential for success in this position.

Qualifications

• Advanced degree in quantitative discipline (e.g., Mathematics, Statistics, Physics, Engineering, Computer Science).
• Proven expertise in quantitative modelling and Python development.
• Experience in financial markets from exchanges, clearing, hedge funds, or fintech.

Responsibilities

• Lead the design and improvement of margin, stress, credit, and liquidity models.
• Convert model frameworks into scalable Python code.
• Develop a deep understanding of SGX's enterprise trading and clearing systems.
• Work closely with risk users to identify needs and shape improvements.
• Conduct scenario design, sensitivity studies, and model validation.

Skills

Quantitative modeling expertise

Python development

Derivatives risk analytics

Strong market understanding

Education

Advanced degree in quantitative discipline

Job description

Job Summary

We are seeking a high-caliber quantitative professional to lead the development of SGX's risk, margin, and pricing models, together with the analytics architecture that supports them. The role blends deep modelling expertise, strong market understanding, and hands‑on engineering, with meaningful influence on SGX's multi-asset risk framework and market structure.

Reporting to the Head of Risk Models and Analytics. The incumbent is expected to perform:

Job Responsibilities

• Model Development & Enhancement
  • Lead the design and improvement of margin, stress, credit, liquidity, and exposure models across asset classes.
  • Develop pricing, volatility, and risk-sensitivity analytics for derivatives.
• Analytics Engineering
  • Convert model frameworks into robust, scalable Python code and oversee integration into production systems.
  • Ensure enhancements are thoroughly tested, including UAT, and support smooth rollout into production.
• Systems & Process Understanding
  • Develop a deep understanding of SGX's enterprise trading, clearing, settlement, and data‑lake systems – and how risk, processes, and workflows run across these platforms.
  • Contribute to the design and requirements for risk processes, system enhancements, data flows, and platform upgrades across the clearing and trading value chain.
  • Drive the evolution of SGX's risk analytics platform in a fast‑moving, collaborative environment.
• Stakeholder Engagement
  • Work closely with risk users to explore needs, identify capability gaps, and shape improvements that close those gaps in an agile yet robust manner.
  • Represent SGX's risk methodology in discussions with policy teams, business units, market participants, regulators, and industry groups.
• Governance & Validation
  • Conduct scenario design, sensitivity studies, and model validation with clear governance and documentation.
  • Identify opportunities to strengthen models, incorporate new market developments, and challenge established approaches where needed.
• How We Work
  • Operate within a flat, hands‑on team where everyone contributes directly to modelling, analytics, and system development.
  • Collaborate closely with risk, technology, and business stakeholders to deliver impactful solutions.
  • Embrace a fast‑paced, dynamic environment that values integrity, innovation, and continuous improvement.

Job Requirements

• Advanced degree in quantitative discipline (e.g., Mathematics, Statistics, Physics, Engineering, Computer Science).
• Proven expertise in quantitative modelling, Python development, and derivatives risk analytics.
• Experience in financial markets – ideally from exchanges, clearing, hedge funds, prop shops, fintech, or multi‑desk banking quant roles.
• Strong grasp of market microstructure, pricing, volatility, and risk methodologies, paired with modern engineering practices.
• Demonstrates curiosity, critical thinking, and the ability to connect models with real‑world market dynamics.
• Communicates clearly, influences stakeholders, and brings a builder's mindset with ownership, initiative, and practical judgement.