Financial Risk & Quantitative Analyst (Exchange & Clearing) Location: Singapore Employment Type: Full-Time, Permanent Industry: Financial Market Infrastructure, Derivatives & Fintech About the Opportunity We are seeking a high-caliber Financial Risk & Quantitative Analyst to join a pioneering team at the forefront of Singapore's newest exchange and clearing infrastructure. This multifaceted role is designed for a technically-minded professional who thrives on solving complex risk problems within a dynamic, agile environment. You will play a critical role in shaping the financial risk practices for a wide range of innovative products, spanning energy, commodities, and emerging digital assets. Core Responsibilities
- Risk Control & Operational Integrity Framework Management: Assist in the maintenance of the enterprise risk management framework, ensuring alignment with global regulatory standards and industry best practices. Daily Risk Execution: Execute core risk processes, including mark-to-market valuations, initial and variation margin calculations, and the monitoring of clearing risk alongside Operations teams. Breach Investigation: Perform root-cause analysis for margin and risk limit excesses; manage stakeholder communication, escalation protocols, and regulatory audit trails. Collateral Governance: Oversee the administration of non-cash collateral and digital assets. Support the evaluation of haircut policies and tokenized asset valuation methodologies. Reporting & Surveillance: Build advanced reporting suites for management and regulators, while proactively monitoring market trends and geopolitical events for emerging risks.
- Risk Development & Advanced Analytics Systems Engineering: Contribute to the enhancement of in-house risk applications using Python, SQL, GIT, and AWS cloud infrastructure. Stress Testing & Modeling: Participate in rigorous stress testing, reverse stress testing, and sensitivity analysis to evaluate margin adequacy under extreme market scenarios. AI & Visual Analytics: Develop and leverage advanced analytics tools, including AI-driven models and data visualization dashboards, to elevate strategic decision-making. System Validation: Design and execute test cases for risk system upgrades and new product integrations.
- Risk Culture & Governance Advocacy: Promote a robust risk-aware culture through daily oversight, training initiatives, and collaborative engagement with Compliance and Finance teams. Regulatory Liaison: Compile and provide critical risk data to external validators, auditors, and regulators. Requirements Academic Credentials: Bachelor's Degree in Risk Management, Mathematics, Economics, Computer Science, Engineering, or a related quantitative field. Technical Proficiency: Professional competency in Python, SQL, and Excel VBA . Familiarity with AWS environments is a significant advantage. Market Knowledge: A strong understanding of derivative products (futures/options), margin methodologies (SPAN/VaR), and collateral management principles. Experience: Prior experience in risk management, data analysis, or portfolio management within a clearing house, prime brokerage, or fund house is preferred. Soft Skills: Exceptional attention to detail, proactive collaboration, and the ability to communicate complex risk concepts to diverse stakeholders. Why Join This Team This is an opportunity to be a pioneer member of a high-growth exchange led by industry veterans. You will be challenged with complex, real-world risk scenarios and provided with the toolsand the autonomyto drive innovation in financial market safety.
