Market Risk Manager
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Before you apply
LocationSingapore
Typefull-time
SeniorityMid
Experience2–5 yrs
DepartmentRisk Management
Company size51–200 people
PostedOct 19, 2026 · 2w ago
Verified live1d ago
At a glanceSummarised by Seekless from the posting.
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
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
Skills
Python
C++
real-time systems
large data analysis
Benefits
Competitive compensation
About the company
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
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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.
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