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).
What You Need to Succeed:
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.
Good-to-Have / Preferred Skills:
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.