Systematic/Quant Risk Manager

saccade capital (singapore) pte. ltd.; Singapore; Hybrid; SGD 180,000 - 240,000; Full time

Job summary

Saccade Capital is a proprietary trading firm with offices in Hong Kong, Singapore, Seoul, Dubai and business interests in multiple locations across the globe. We are seeking a self-motivated candidate with strong critical thinking and risk-based approach over technology and market risk matters.

The role involves monitoring real-time portfolio exposure, stress testing, and developing automated risk controls, plus contributing to design and scaling of trading ideas across multiple asset classes.

Qualifications

• 5 years experience in Trading and/or Risk Management in any asset class.
• Experience applying machine learning algorithms and traditional statistical algorithms to market problems.
• Experience handling large data sets.
• Strong problem-solving and statistics skills.
• Ability to work in large and small teams, very good communication skills.

Responsibilities

• Monitoring real-time portfolio exposure, performing stress testing, setting pre-trade automated controls, and evolving risk methodology.
• Assisting on Design, Build and Maintenance of trading ideas.
• Assisting on automated strategy scaling, and P&L management across global derivatives, cash equities, commodities, or digital assets.

Skills

Python

C++

Machine Learning

Data Analysis

Trading

Education

Bachelor’s, Master’s or PhD in STEM

Job description

Saccade Capital is a proprietary trading firm with offices in Hong Kong, Singapore, Seoul, Dubai and business interests in multiple locations across the globe. We are Electronic Market Makers and Liquidity Providers in various asset classes. There are two main principles that govern our firm:

1. Saccade is a Machine Led company (humans are not at the helm of Saccade’s trading decisions);

2. We are a People company. We recognize that all we are and will ever be, depend on our People.

These principles leverage on each other and provide a wide range of opportunities, latitude and multi-discipline engagement to technologists, very much unparalleled in the market.

This role has an extensive reach and must have a self-motivated individual with excellent critical thinking and risk based approach over technology and operational/market risk matters.

Role attributes:

• Monitoring real-time portfolio exposure, performing stress testing, setting pre-trade automated controls, and evolving risk methodology.
• Assisting on Design, Build and Maintenance of trading ideas;
• Assisting on automated strategy scaling, and P&L management across global derivatives, cash equities, commodities, or digital assets.
• Python, or equivalent language is essencial. Modern C++ is a plus;
• Bachelor’s, Master’s or PhD in any STEM discipline.

Requirements:

• 5 years experince in Trading and/or Risk Management in any asset class;
• Experience applying machine learning algorithms and traditional statistical algorithms to market problems in a timely manner;
• Experience handling large data sets;
• Strong problem-solving and statistics skills;
• Ability to work in large and small teams, very good communication skills.