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Quant Risk Analyst

Tower Research Capital | Singapore

Job Summary

High-frequency proprietary trading firm. Provide real-time risk oversight, focusing on market and execution risks as well as developing standalone automated risk analytics. University degree in maths/ physics or relevant topics. 2+ years of experience in a front office quantitative risk or development role.

Details

Tower Research Capital (Singapore) Pte. Ltd., an affiliate of the high-frequency proprietary trading firm Tower Research Capital LLC (Tower), seeks a front office based Quantitative Risk Analyst with a strong background in programming, to work closely with the portfolio managers, risk management and core engineering teams.

This hands-on role is a great opportunity to work in an innovative, dynamic environment. We are looking for a proactive team player who is extremely organized, detail-oriented, and able to work independently.

The key responsibilities of this role will include providing real-time risk oversight, focusing on market and execution risks as well as developing standalone automated risk analytics.

Responsibilities

  • Design, develop and implement standalone automated risk applications for portfolio risk regime monitoring and reporting (market, liquidity, concentration and capital risks).
  • Responsible for the production of daily risk reports and procedures.
  • Monitor Tower Research’s trading strategies across all markets and asset classes during the Asian market trading hours.
  • Control in real-time both market risk and execution risk utilization of all strategies. Escalate and report any risk related issue in a timely manner.
  • Work closely with the portfolio managers, traders and the core engineering team to respond effectively to any risk limit violation and unusual trading behavior.
  • Collaborate with Tower’s core engineering teams, exchanges, prime brokers and clearers to identify and resolve any trading related issue.
  • Assist Tower’s Risk Management and Core Engineering teams to enhance the proprietary risk systems.
  • Provide ad-hoc risk analysis and back-testing on a regular basis.
  • Interact continuously with the global risk team (Singapore, London, New York) to ensure a follow the sun risk oversight.
  • Work closely with all Tower Research teams, providing risk support and advisory as appropriate.

Qualifications

  • Strong quantitative skills with advanced programming experience with Java, Python, SQL, VBA.
  • At least two years of experience in a front office quantitative risk or development role.
  • Electronic execution exposure gained with a systematic hedge fund manager, proprietary trading group or from a sell side front-office facing role is essential.
  • Experience with low latency execution and systematic quantitative strategies will be advantageous.
  • Working knowledge of risk controls across all asset classes as well as general understanding of derivatives (desirable).
  • An understanding of exchange-specific rules and procedures (desirable).
  • The ability to manage multiple tasks in a fast-paced environment.
  • Strong problem-solving skills and attention to detail.
  • Excellent communication skills, both written and spoken.
  • University degree (BSc, MSc) in Maths / Physics or relevant topics (Computer Sciences).

Benefits

  • Competitive salary and discretionary bonus.
  • 25 days of paid holiday.
  • Medical Insurance.
  • Gym membership.

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  • Job Reference #: 141938
  • Min Education: BA/BS
  • Min Experience: 2 years

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