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Risk Quantitative Analyst

QCP GroupSingapore, Central Singapore, Singapore
On-site Full-time

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Experience Level

Mid to Senior

Qualifications

Responsibilities: Model Validation: Assess the accuracy, robustness, and performance of internal models for market, credit, and liquidity risk pertaining to digital assets and derivatives. Independent Review & Testing: Conduct soundness reviews, statistical analyses, benchmarking against alternative models, back-testing, and stress-testing of models. Risk Governance & Documentation: Contribute to the development of model risk governance frameworks and prepare comprehensive validation reports while collaborating with stakeholders to address model deficiencies. Risk Modelling Architecture: Create user-friendly interfaces for risk teams to access internal risk models and tools effortlessly, enhancing risk workflows and usability. Stakeholder Collaboration: Work closely with model developers, risk managers, and trading teams to ensure model effectiveness, transparency, and alignment with business needs. Regulatory Awareness: Stay informed about evolving regulatory expectations (e.g., Basel guidelines), industry standards, and risk management practices. Mentorship & Leadership: Guide junior quants and promote a culture of rigor, innovation, and accountability. Requirements: Bachelor's degree or higher in Mathematics, Statistics, Physics, Computer Science, Finance, or a related quantitative field; Master’s or PhD preferred. Extensive experience in model validation within financial institutions, particularly in derivative pricing or quantitative risk. Deep knowledge of derivatives pricing theory (e.g., Black-Scholes, local/stochastic volatility models, Dupire Local volatility, etc.). Proficient in Python or C#, with experience in quantitative libraries and tools for simulation and numerical analysis. Familiar with model risk frameworks and regulatory standards such as SR 11-7 or Basel III. Understanding of blockchain technology and digital assets; knowledge of on-chain data is an advantage. Strong analytical and problem-solving skills.

About the job

Join QCP Group, Asia's premier digital asset partner, as we empower clients to integrate digital assets into their investment portfolios seamlessly. We provide an extensive array of solutions, ranging from spot on/off ramping and fixed income strategies to vanilla options and customized exotic derivatives. Our mission is to be the most trusted partner in the digital asset market, offering innovative solutions that position digital assets as a core element of every portfolio, balance sheet, and treasury.

Since our inception in 2017, we have recognized the transformative potential of digital assets in reshaping financial markets. Our team has adeptly navigated three market cycles, bridging the divide between institutional and crypto ecosystems. We are committed to building trusted partnerships, placing client success and care at the center of our operations.

About QCP Group

QCP Group is leading the way in digital asset solutions across Asia, helping clients navigate the complex landscape of digital investments. Our innovative approach and comprehensive offerings have positioned us as a trusted partner for integrating digital assets into traditional financial strategies.

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