Hiring.Camp

Quantitative Risk Analyst

Grasshopperasia

·

Oct 17, 2024

Location
Singapore
Department
Risk
Source
Greenhouse

Description

About Grasshopper

Grasshopper is a quantitative trading technology provider based in Singapore, and is the holding company of Grasshopper Asset Management. Our state-of-the-art technology, built from the ground up in-house, puts us at the forefront of developments in electronic trading. An unbroken record of consistency and profitability is underpinned by firm values of curiosity, empowerment and flexibility.

About the Role:

As we continue to grow, Grasshopper seeks for a highly skilled Senior Quantitative Risk Analyst with experience in quant risk management to join our team. As a Senior Quantitative Risk Analyst, you will design, implement, and maintain real-time risk models that ensure robust control over market, liquidity, and execution risks across global markets. You will build VaR frameworks, perform stress testing, calibrate volatility curves, and develop market risk analytics to support scalable, automated trading strategies.

The ideal candidate brings risk assessment and management expertise in addition to a critical, quantitative, and proactive hands-on approach. You will also sculpt the tools by which to measure, handle and mitigate these risks. 

As a member of the Risk Team, you’ll:

  • Work closely with trading teams, developers, and trading operation team to measure and manage risk and sculpt the future
  • Cover day to day risk requests, consultations, troubleshoot issues, help trading teams, deal with brokers /exchanges, investigate strategies, monitor exposures
  • Identify key risks  in algorithmic strategies, and devise risk mitigating solutions
  • Lead the design and improvement of margin, stress, credit, liquidity and exposure models across asset classes
  • Develop pricing, volatility and risk-sensitivity analytics for derivatives
  • Convert model frameworks into robust, scalable Python code and oversee integration into production systems

We’d love for you to have:

  • 6 - 8 years of institutional risk management and/or trading experience from a multi-asset proprietary trading firm, multi-strategy hedge fund, asset manager, or investment bank.
  • Familiarity with exchange connectivity/trading systems
  • Experience with electronic trading risk and algorithmic trading risk
  • Knowledge of quantitative finance and a strong understanding of probability and statistics
  • Strong academic record with a Degree (or equivalent) or concentration in a scientific and/or mathematical discipline. Experience or qualifications relating to quantitative finance are highly preferred.
  • Comfortable with communicating with broad spectrum of stakeholders, including traders, technical staff, and external parties
  • Experience with 3rd party risk management calculation platforms helpful (E.g. Barra, Axioma, or RiskMetrics etc)
  • Knowledge of trade practice and country risk

What we offer

  • 21 days annual leave
  • An opportunity to learn from experienced professionals, fostering mentorship opportunities and personal growth
  • Comprehensive Insurance Package with extended coverage for dependents
  • Well stocked pantry
  • Annual Dental & Wellness budget
  • Gym membership
  • Competitive compensation

What you can expect working at Grasshopper:

At Grasshopper, you will be working in a diverse and dynamic environment with a flat hierarchy. With over 100 employees and 15 nationalities working in an open office, communication is essential to performance. To keep our edge as the “small giant” of trading technology, we give employees a high level of autonomy and encourage them to get creative, take risks, make mistakes and learn from them. The sprint is on!

Grasshopper is an equal opportunity employer.

Skills

PythonRisk Management

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