Quantitative Risk Analyst
TLDR
Design, implement, and maintain real-time risk models (VaR, stress testing, volatility curves) across global markets to support scalable, automated trading strategies.
About Grasshopper
Grasshopper is a quantitative trading technology provider based in Singapore, and is the holding company of Grasshopper Asset Management. Our state-of-the-art technology, built from the ground up in-house, puts us at the forefront of developments in electronic trading. An unbroken record of consistency and profitability is underpinned by firm values of curiosity, empowerment and flexibility.
About the Role:
As we continue to grow, Grasshopper seeks for a highly skilled Senior Quantitative Risk Analyst with experience in quant risk management to join our team. As a Senior Quantitative Risk Analyst, you will design, implement, and maintain real-time risk models that ensure robust control over market, liquidity, and execution risks across global markets. You will build VaR frameworks, perform stress testing, calibrate volatility curves, and develop market risk analytics to support scalable, automated trading strategies.
The ideal candidate brings risk assessment and management expertise in addition to a critical, quantitative, and proactive hands-on approach. You will also sculpt the tools by which to measure, handle and mitigate these risks.
As a member of the Risk Team, you’ll:
- Work closely with trading teams, developers, and trading operation team to measure and manage risk and sculpt the future
- Cover day to day risk requests, consultations, troubleshoot issues, help trading teams, deal with brokers /exchanges, investigate strategies, monitor exposures
- Identify key risks in algorithmic strategies, and devise risk mitigating solutions
- Lead the design and improvement of margin, stress, credit, liquidity and exposure models across asset classes
- Develop pricing, volatility and risk-sensitivity analytics for derivatives
- Convert model frameworks into robust, scalable Python code and oversee integration into production systems
We’d love for you to have:
- 6 - 8 years of institutional risk management and/or trading experience from a multi-asset proprietary trading firm, multi-strategy hedge fund, asset manager, or investment bank.
- Familiarity with exchange connectivity/trading systems
- Experience with electronic trading risk and algorithmic trading risk
- Knowledge of quantitative finance and a strong understanding of probability and statistics
- Strong academic record with a Degree (or equivalent) or concentration in a scientific and/or mathematical discipline. Experience or qualifications relating to quantitative finance are highly preferred.
- Comfortable with communicating with broad spectrum of stakeholders, including traders, technical staff, and external parties
- Experience with 3rd party risk management calculation platforms helpful (E.g. Barra, Axioma, or RiskMetrics etc)
- Knowledge of trade practice and country risk
What we offer:
- 21 days annual leave
- An opportunity to learn from experienced professionals, fostering mentorship opportunities and personal growth
- Comprehensive Insurance Package with extended coverage for dependents
- Well stocked pantry
- Annual Dental & Wellness budget
- Gym membership
- Competitive compensation
What you can expect working at Grasshopper:
At Grasshopper, you will be working in a diverse and dynamic environment with a flat hierarchy. With over 100 employees and 15 nationalities working in an open office, communication is essential to performance. To keep our edge as the “small giant” of trading technology, we give employees a high level of autonomy and encourage them to get creative, take risks, make mistakes and learn from them. The sprint is on!
Grasshopper is an equal opportunity employer.
Benefits
Free Meals & Snacks
Well stocked pantry
Health Insurance
Comprehensive Insurance Package with extended coverage for dependents
Learning Budget
An opportunity to learn from experienced professionals, fostering mentorship opportunities and personal growth
competitive compensation
Paid Time Off
21 days annual leave
Wellness Stipend
Gym membership
Grasshopper is a quantitative trading technology provider that develops proprietary trading systems and strategies to enhance electronic trading efficiency. We serve sophisticated investors through our subsidiary, Grasshopper Asset Management, a Licensed Fund Management Company dedicated to delivering diversified and stable returns. Our distinctive in-house technology and robust risk management practices empower us to maintain a remarkable track record in a highly competitive market.