Market Risk Manager

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).

• 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.

• 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.