Quantitative Risk Analyst

QCP is Asia's leading digital asset partner, empowering clients to seamlessly integrate digital assets into their portfolios.

We offer a comprehensive range of solutions - from spot on/off ramping and fixed income strategies to vanilla options and bespoke exotics.

Driven by the vision to be the most trusted partner in digital asset markets, we provide innovative solutions that make digital assets a core component of every portfolio, balance sheet, and treasury.

Since our founding in 2017, we have witnessed the potential of digital assets to transform financial markets and the world at large. We exist at the centre of change, successfully navigating three market cycles and bridging institutional and crypto ecosystems.


Responsibilities:

• Support risk managers with daily risk monitoring and coding tasks
• Produce accurate and timely daily risk and limit reports for trading desks, senior management, and regulatory stakeholders
• Review, comment on, and sign off daily VAR and capital components
• Monitor key market news, assess positions, and highlight significant changes on a daily basis
• Collaborate with Front Office trading and structuring teams to implement risk controls, addressing issues such as limit breaches, inadequate monitoring, or system problems in a timely manner
• Build and manage strong relationships with cross-functional teams, including Credit Risk, Research, Quantitative Development, Finance, Product Control, Middle Office, Market Risk Technology, Compliance, and Internal Audit