Develop and maintain quantitative market risk models, stress tests, and scenario analyses using high-frequency trading data. Design position, P&L, and exposure limits; manage governance, approvals, alerts, and escalations. Produce intraday and daily risk reports, analyze post-trade risk and drawdowns, and support capital allocation. Collaborate with quantitative researchers, technology, compliance, and regulatory teams on risk infrastructure and exchange-rule adherence.
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.
Graviton Research Capital LLP Singapore, Singapore, SGP Office
Singapore, Singapore
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