Quantitative Risk Analyst

QCP Group; Singapore; On-site; SGD 110,000 - 170,000; Full time

Job summary

QCP Group, Asia's leading digital asset partner, is seeking a risk professional in Singapore to support daily risk monitoring, VAR reviews, and limit reporting for trading desks and regulators. The role requires strong Python and C# skills, plus knowledge of FX and rates markets and derivative products.

You will collaborate with Front Office, Credit Risk, and Compliance teams to implement risk controls, monitor market developments, and ensure timely risk signaling and governance across desks.

Qualifications

• Bachelor’s or Master’s degree in a quantitative discipline (preferred).
• Strong knowledge of Crypto/Digital Asset markets.
• Proficiency in Python and C# programming.
• Experience in FX and Rates markets with derivative products.
• Knowledge of VAR, limits and stress testing.

Responsibilities

• Support risk managers with daily risk monitoring and coding tasks
• Produce accurate and timely daily risk and limit reports for trading desks, senior management, and regulatory stakeholders
• Review, comment on, and sign off daily VAR and capital components
• Monitor key market news, assess positions, and highlight significant changes on a daily basis
• Collaborate with Front Office trading and structuring teams to implement risk controls, addressing issues such as limit breaches, inadequate monitoring, or system problems in a timely manner
• Build and manage strong relationships with cross-functional teams, including Credit Risk, Research, Quantitative Development, Finance, Product Control, Middle Office, Market Risk Technology, Compliance, and Internal Audit
• Bachelor’s or Master’s degree in a quantitative discipline (preferred)
• Strong knowledge of Crypto/Digital Asset markets
• Proficiency in Python and C# programming (required)
• Proven experience in FX and Rates markets, with expertise in derivative products, including vanilla options (essential)
• Familiarity with derivative pricing models, exotic derivatives, and complex structured products (preferred)
• Solid understanding of market risk processes such as VAR, limits, and stress testing
• Ability to work independently with a strong sense of ownership and accountability
• Excellent analytical, communication, and problem-solving skills, with the ability to perform under tight deadlines
• Highly motivated, adaptable, and eager to learn and improve processes
• Strong team player with the ability to collaborate effectively with front office, senior risk managers, and other control functions

Skills

Python

C# programming

Risk management

FX & Rates

Derivatives

VAR

Stress testing

Communication

Analytical thinking

Education

Bachelor’s or Master’s degree in a quantitative discipline

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:

• Support risk managers with daily risk monitoring and coding tasks
• Produce accurate and timely daily risk and limit reports for trading desks, senior management, and regulatory stakeholders
• Review, comment on, and sign off daily VAR and capital components
• Monitor key market news, assess positions, and highlight significant changes on a daily basis
• Collaborate with Front Office trading and structuring teams to implement risk controls, addressing issues such as limit breaches, inadequate monitoring, or system problems in a timely manner
• Build and manage strong relationships with cross-functional teams, including Credit Risk, Research, Quantitative Development, Finance, Product Control, Middle Office, Market Risk Technology, Compliance, and Internal Audit
• Bachelor’s or Master’s degree in a quantitative discipline (preferred)
• Strong knowledge of Crypto/Digital Asset markets
• Proficiency in Python and C# programming (required)
• Proven experience in FX and Rates markets, with expertise in derivative products, including vanilla options (essential)
• Familiarity with derivative pricing models, exotic derivatives, and complex structured products (preferred)
• Solid understanding of market risk processes such as VAR, limits, and stress testing
• Ability to work independently with a strong sense of ownership and accountability
• Excellent analytical, communication, and problem-solving skills, with the ability to perform under tight deadlines
• Highly motivated, adaptable, and eager to learn and improve processes
• Strong team player with the ability to collaborate effectively with front office, senior risk managers, and other control functions