Risk Quant

QCP is Asia's leading digital asset partner, empowering clients to seamlessly integrate digital assets into their portfolios.

We offer a comprehensive range of solutions - from spot on/off ramping and fixed income strategies to vanilla options and bespoke exotics.

Driven by the vision to be the most trusted partner in digital asset markets, we provide innovative solutions that make digital assets a core component of every portfolio, balance sheet, and treasury.

Since our founding in 2017, we have witnessed the potential of digital assets to transform financial markets and the world at large. We exist at the centre of change, successfully navigating three market cycles and bridging institutional and crypto ecosystems.

We work to build trusted partnerships, putting client success and care at the heart of everything that we do.

Requirements

• Degree in a quantitative subject; Master’s or PhD preferred.
• Ability to program proficiently – python and C# mandatory (will be tested during the interview).
• Knowledge of Crypto / Digital asset markets.
• Experience in FX, commodities and equity markets will be useful.
• Familiarity with derivatives and their mathematical theory will be essential.
• Understanding of market risk process including but not limited to VAR/CVAR calculations, limits governance and stress testing.
• Familiarity with model risk frameworks and regulatory standards.
• Knowledge of counterparty credit risk frameworks

Responsibilities

• Support Senior risk manager in market and counterparty credit risk with daily risk monitoring.
• Enhance existing risk reports and risk monitoring systems.
• Communicate with FO quants and developers from other parts of the organisation.
• Produce risk and limit reports for stakeholders.
• Independently validate and review pricing and risk models from FO quants.
• Contribute to the development of model risk governance framework.
• Prepare detailed validation reports and work with stakeholders to remediate model weaknesses.

Benefits

The Environment We Offer

As a growing firm with a tightly-knit team, we respect and listen to all our employees. You will get the chance to make an impact by having your voice heard by everyone, including the management.

Our employees enjoy a high level of autonomy at work. We focus on substance, not form - as long as you can perform, you will be recognized and rewarded. We are also dedicated to supporting our staff and ensuring they develop holistically to maximize their potential in the long- term.

We also provide flexible working arrangement as required and a casual and fun environment to boot!