Senior Market Risk Manager – Quant Analytics

Graviton Research Capital LLP; Singapore; Presencial; SGD 140.000 - 250.000; Jornada completa

Descripción de la vacante

Graviton Research Capital LLP seeks a Market Risk Manager in Singapore to develop and validate quantitative risk models, backtest them with high-frequency data, and partner with researchers to understand risk under different market regimes.

Responsibilities include risk reporting, design of limit structures, and post-trade analysis to inform capital allocation and risk optimization across portfolios.

Formación

• 2–5 years of experience as an engineer or quant researcher.
• Strong programming skills in Python and C++.
• Familiarity with real-time systems and large data analysis.
• Solid understanding of market microstructure and algorithmic trading dynamics.
• Ability to communicate complex quantitative insights to both technical and non-technical stakeholders.

Responsabilidades

• Develop, validate, and maintain quantitative risk models for risk exposure and stress testing and scenario analysis.
• Backtest and calibrate models using high-frequency trading data.
• Partner with quantitative researchers to understand model behavior under various market regimes.
• Design and manage position, P&L, and exposure limit structures by strategy, symbol, and trading entity.
• Maintain audit trails and approval workflows for limit changes and exceptions.
• Support the development of automated alerts and escalation processes.
• 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 optimization.

Conocimientos

Python

C++

Quant risk modeling

Risk analytics

Data pipelines

Educación

Bachelor's in CS/EE/Math/Physics

Descripción del empleo

Graviton Research Capital LLP seeks a Market Risk Manager in Singapore to develop and validate quantitative risk models, backtest them with high-frequency data, and partner with researchers to understand risk under different market regimes.

Responsibilities include risk reporting, design of limit structures, and post-trade analysis to inform capital allocation and risk optimization across portfolios.