Quantitative Risk Analyst – Crypto Markets

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 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.