Real-Time Risk Quant Engineer

GRAVITON RESEARCH CAPITAL (SINGAPORE) PTE. LTD.; Singapore; On-site; SGD 120,000 - 180,000; Full time

Job summary

GRAVITON RESEARCH CAPITAL (SINGAPORE) PTE. LTD. is seeking a risk engine with 2-5 years of experience to join the Global Risk Team. You will oversee real-time and end-of-day risk across high-frequency and mid-frequency trading strategies and asset classes.

The role sits at the intersection of trading, quantitative research and technology, with responsibilities to develop models, backtest on HF data, and produce risk reports for senior management.

Qualifications

• Bachelor's or Master's in Computer Science, Electrical Engineering, Mathematics or Physics.
• 2-5 years as an engineer or quantitative researcher.
• Strong programming in Python and C++, with real-time systems and big data knowledge.

Responsibilities

• Develop, validate and maintain quantitative risk models for intraday exposure, stress testing and scenario analysis.
• Backtest and calibrate models using high-frequency trading data.
• Design and manage position, P&L and exposure limit structures by strategy, symbol and trading entity.
• Produce daily and intraday risk reports for senior management.
• Conduct post-trade analysis to understand sources of risk and drawdowns.
• Contribute to capital allocation discussions and portfolio-level risk optimisation.
• Partner with technology and compliance teams to enhance risk infrastructure and ensure adherence to exchange and jurisdictional rules.

Skills

Python

C++

Real-time systems

Large data analysis

Education

Bachelor's or Master's in Computer Science

Bachelor's or Master's in Electrical Engineering

Mathematics or Physics

Job description

GRAVITON RESEARCH CAPITAL (SINGAPORE) PTE. LTD. is seeking a risk engine with 2-5 years of experience to join the Global Risk Team. You will oversee real-time and end-of-day risk across high-frequency and mid-frequency trading strategies and asset classes.

The role sits at the intersection of trading, quantitative research and technology, with responsibilities to develop models, backtest on HF data, and produce risk reports for senior management.