Risk Quant
QCPSingapore21 hours ago
Full-timeOther
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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.
Responsibilities:
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 work environment to boot!
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.
Responsibilities:
- Model Validation: Evaluate the correctness, robustness, and performance of internal models used for market, credit, and liquidity risk across digital assets and derivatives
- Independent Review & Testing: Perform conceptual soundness reviews, statistical analysis, benchmarking against alternative models, back-testing, and stress-testing of models
- Risk Governance & Documentation: Contribute to the development of model risk governance frameworks. Prepare detailed validation reports and work with stakeholders to remediate model weaknesses
- Risk Modelling Architecture: Build user interfaces for risk teams to easily access in-house risk models and tools, streamlining risk workflows and usability
- Stakeholder Collaboration: Partner closely with model developers, risk managers, and trading teams to ensure model effectiveness, transparency, and alignment with business needs
- Regulatory Awareness: Stay current with evolving regulatory expectations (e.g., Basel guidelines), industry standards, and risk management practices
- Mentorship & Leadership: Provide guidance to junior quants and contribute to a culture of rigor, innovation, and accountability
- Bachelor's degree or higher in Mathematics, Statistics, Physics, Computer Science, Finance, or a related quantitative discipline; Master's or PhD preferred
- Strong experience in model validation within financial institutions, ideally involving derivative pricing or quantitative risk
- Expertise in derivatives pricing theory (e.g., Black-Scholes, local/stochastic volatility models, Dupire Local volatility, etc.)
- Proficiency in Python or C#; experience with quantitative libraries and tools for simulation and numerical analysis
- Familiarity with model risk frameworks and regulatory standards such as SR 11-7 or Basel III
- Understanding of blockchain technology and digital assets; familiarity with on-chain data a plus
- Strong analytical and communication skills; capable of articulating complex technical matters to non-technical stakeholders
- Ability to work independently in a high-performance, fast-paced trading environment
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 work environment to boot!
Key Skills
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