Quantitative Risk Analyst

About QCP

QCP stands as Asia's foremost digital asset partner, dedicated to enabling clients to effortlessly include digital assets within their portfolios. They provide a comprehensive selection of services ranging from spot on/off ramping, fixed income methodologies, to both vanilla options and customized exotic derivatives. Established in 2017, QCP is committed to becoming the most reliable partner in digital asset markets by delivering inventive solutions that integrate digital assets into portfolios, balance sheets, and treasuries. Having successfully navigated several market cycles, the company bridges institutional finance and the cryptocurrency world, emphasizing client success and trust.

Role Responsibilities

• Assist risk managers with routine risk surveillance and programming duties.
• Generate precise and prompt daily risk and limit documentation for trading desks, senior leadership, and regulatory bodies.
• Critically evaluate, provide feedback, and approve daily Value at Risk (VAR) and capital components.
• Stay aware of significant market updates, evaluate positions, and flag important changes daily.
• Partner with Front Office trading and structuring teams to enforce risk controls, promptly resolving issues like limit breaches, insufficient monitoring, or system malfunctions.
• Develop and sustain productive collaborations across multiple teams including Credit Risk, Research, Quantitative Development, Finance, Product Control, Middle Office, Market Risk Technology, Compliance, and Internal Audit.

Candidate Requirements

• Possess a Bachelor's or Master's degree in a quantitative field, preferred.
• Demonstrated strong knowledge about Crypto and Digital Asset markets.
• Required proficiency in Python and C# programming languages.
• Experience within FX and Rates markets, specializing in derivative products such as vanilla options, is essential.
• Desired familiarity with derivative pricing models, exotic derivatives, and complex structured products.
• Thorough understanding of market risk methodologies including VAR, limits, and stress testing.
• Capability to operate independently with strong ownership and responsibility.
• Exceptional analytical thinking, communication, and problem-solving prowess, capable of meeting tight deadlines.
• Highly motivated, flexible, and constantly seeking to learn and enhance existing protocols.
• Excellent team player with proven ability to coordinate with front office, senior risk leadership, and other compliance functions.