For Recruiters

Quant Risk Engineer

Selby Jennings
Singapore
Posted 3 days ago In-Office Permanent Negotiable
With offices in Hong Kong, Singapore, Dubai and Taipei, our client is a fast growing exchange at the forefront of the digital assets industry. Built by a dedicated team of industry and financial technology experts, their mission is to make investing and trading digital assets accessible for users of every experience level. From convenient fiat and crypto transfers to intuitive trading, they arm users with everything they need to grow with the markets.

With offices in Hong Kong, Singapore, Dubai and Taipei, our client is a fast growing exchange at the forefront of the digital assets industry. Built by a dedicated team of industry and financial technology experts, their mission is to make investing and trading digital assets accessible for users of every experience level. From convenient fiat and crypto transfers to intuitive trading, they arm users with everything they need to grow with the markets.

Culturally, they combine the best of startup culture (zero bureaucracy, ownership) and finance professionalism (dedication, integrity). This means you will learn quickly to be independent and be responsible for your own projects while getting advice and guidance from fellow professionals.

They believe in providing the optimal environment and tools for you to excel in and enjoy your craft - agile/flexible working hours, designer office, and no more uninspiring work laptops (think Macbook Pros or top of the line Thinkpads for Windows/Linux).

Responsibilities

  • Build and iterate risk evaluation models for derivatives and margin products providing vital inputs to risk policy and risk control framework
  • Work closely with data engineers and developers to build data pipelines, scalable and real-time risk detection and control
  • Conduct routine evaluations, optimize risk control parameters and produce reports for various derivatives products
  • Support POC projects originating from business and product managers

Role Requirements

  • Working knowledge in spot margin (digital assets), derivatives or margin FX products
  • 3+ years of work experience in quantitative risk management related roles is preferred
  • Strong knowledge in statistics, and proficiency in Python, R, Matlab or SAS
  • Solid analytical and problem-solving skills, with careful attention to detail
  • Immediate availability is highly preferred
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Job ID  PR/362874
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