Quantitative Risk Analyst

QCP Capital; Singapore; On-site; SGD 120,000 - 180,000; Full time

Job summary

QCP Capital, Asia's leading digital asset partner, seeks a risk-focused professional to monitor and code daily risk tasks in a fast-paced crypto environment. You will produce daily VAR/limits reports and collaborate with Front Office and control teams to implement robust risk controls.

The role requires strong Python and C# skills, a quantitative degree, and hands-on experience with derivatives and market risk processes. Singapore-based, on-site work.

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 (required).
• Proven experience in FX and Rates markets with derivatives knowledge (vanilla options essential).
• Familiarity with pricing models, exotic derivatives, and structured products (preferred).
• Solid understanding of VAR, limits, and stress testing in market risk processes.
• Ability to work independently with ownership and accountability.

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 daily.
• Collaborate with Front Office trading and structuring teams to implement risk controls and address issues promptly.
• Build and manage relationships with cross-functional teams including Credit Risk, Research, Quantitative Development, Finance, Product Control, Middle Office, Market Risk Technology, Compliance, and Internal Audit.

Skills

Python programming

C# programming

Analytical thinking

Problem-solving

Strong communication

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 tasksProduce accurate and timely daily risk and limit reports for trading desks, senior management, and regulatory stakeholdersReview, comment on, and sign off daily VAR and capital componentsMonitor key market news, assess positions, and highlight significant changes on a daily basisCollaborate 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 mannerBuild 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

Qualifications

Bachelor’s or Master’s degree in a quantitative discipline (preferred)Strong knowledge of Crypto/Digital Asset marketsProficiency 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 testingAbility to work independently with a strong sense of ownership and accountabilityExcellent analytical, communication, and problem-solving skills, with the ability to perform under tight deadlinesHighly motivated, adaptable, and eager to learn and improve processesStrong team player with the ability to collaborate effectively with front office, senior risk managers, and other control functions