Quantitative Risk Analyst

QCP; Singapore; On-site; SGD 60,000 - 80,000; Full time

Job summary

A leading digital asset partner in Singapore is seeking a Risk Analyst to support risk management processes. The role requires strong knowledge of Crypto/Digital Asset markets and proficiency in Python. Candidates should have experience in FX and Rates markets, with a solid understanding of market risk processes. The firm values autonomy and offers a flexible work environment, encouraging employee input and growth.

Benefits

Flexible working arrangements

Casual work environment

Opportunities for personal and professional development

Qualifications

• Proven experience in FX and Rates markets.
• Familiarity with derivative pricing models, exotic derivatives, and complex structured products.
• Solid understanding of market risk processes such as 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.
• Collaborate with Front Office trading and structuring teams.

Skills

Strong knowledge of Crypto/Digital Asset markets

Proficiency in Python programming

Excellent analytical, communication, and problem-solving skills

Ability to work independently

Strong team player

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.

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

Requirements

• Bachelor's or Master's degree in a quantitative discipline (preferred)
• Strong knowledge of Crypto/Digital Asset markets
• 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
• Proficiency in Python programming (required)
• 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

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 work environment to boot!