Market Risk Manager

Job description

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.