About the role
Graviton Research Capital is one of the largest quantitative trading firms in APAC, with a strong footprint across 40+ global exchanges and a rapidly growing presence across multiple geographies. We are a bootstrapped firm with a long-term vision, focused on building high-performance teams that operate at scale in some of the world’s most competitive markets. Since our inception, we have built a team of exceptional researchers, portfolio managers, and technologists. We are seeking a Market Risk Manager to join our Singapore team.
Responsibilites
Modeling and Quantitative Risk Analytics • 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.
Limit Frameworks and Governance • 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.
Reporting and Post-Trade Analysis • 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.
Cross-Functional Collaboration • Partner with technology teams to enhance data pipelines, monitoring dashboards and risk infrastructure. • Collaborate with compliance and regulatory teams to ensure adherence to exchange and jurisdictional rules (e.g., self-trade prevention, kill switches, rate limits).
What You Need to Succeed: • Bachelor's/Master's in computer science, electrical engineering, mathematics, or physics. • 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, exchange risk mechanisms, and algorithmic trading dynamics. • Ability to communicate complex quantitative insights clearly to both technical and non-technical stakeholders. • Excellent judgment under pressure and the ability to act decisively in fast-moving market conditions.
Good-to-Have / Preferred Skills: • Familiarity with exchange risk systems and order throttling (e.g., kill switches, self-trade prevention, rate limits). • Experience with risk metrics such as VaR, expected shortfall, drawdown analysis, and position exposures.
Why Join Graviton? • Work in a high-performance, data-driven trading environment. • Collaborate with some of the brightest minds in quantitative finance and technology. • Competitive compensation and opportunities for professional growth.
Text as published by Graviton Research Capital LLP. We don't edit postings; apply and ask questions on the employer's site.