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Open nowPosted 12 days ago

Market Risk Manager

Graviton Research Capital LLP23 open roles

Where
Singapore
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Your applicationOpen nowMarket Risk ManagerGraviton Research Capital LLP · Singapore

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The clock on this job

Early applications get read.

12.8% of postings close within 7 days. Measured by our own scanner across the market. Graviton Research Capital LLP postings stay open a median of 17 days.

Share of postings closed within
  1. 2.2%1 day
  2. 4.5%3 days
  3. 12.8%7 days
  4. 20.6%14 days
  5. 35.6%30 days
  6. 58.4%60 days
This job: posted 12 days ago

Graviton Research Capital LLP median: 17 days open

The posting

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.
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