Quantitative Risk Lead

Responsibilities:

• Design and improve existing risk frameworks which includes identification, assessment, monitoring and reporting of key risk exposures in various existing and new financial products
• Collaborate with the technologies team to build risk infrastructure to monitor intraday and overnight market risk exposure at portfolio and single-product level and highlight these risks to management as needed
• Lead the development of quantitative tools for monitoring, reporting and simulating risk exposure to exchange traded and OTC structured products
• Build sophisticated and flexible margin systems to support complex derivatives
• Lead the development of various indices to support risk and trading processes
• Serves as subject matter expert in Gemini’s support system for internal and external stakeholders including customers and regulators

Qualifications:

• Bachelor’s degree with specialization in maths, statistics, engineering or any other quantitative discipline. Master’s degree preferred
• At least 5 years working experience in developing or validating quantitative pricing and risk models across asset classes
• Deep experience of working within /alongside trading /exchange business/ quants and developers
• Knowledge of traded assets and derivatives including futures, options, structured products and their risk characteristics
• Knowledge of index construction, algorithm design, exchange functionality, margining and market structure
• Advanced programming skills in C++, Matlab, VBA, R, Python will be beneficial
• Crypto derivatives experience is a plus

Chin (Reg No. R21100141)

We regret that only shortlisted candidates will be notified.