Graviton

Designs and deploys home, building automation

Market Risk Manager

Risk ManagementConfirmed live in the last 24 hours

Full-timeSingaporeNo salary listedIn-person

About the Job

Requirements

A bachelor's or master's degree in computer science, electrical engineering, mathematics, or physics.
Two to five years of experience as an engineer or quantitative researcher.
Strong programming skills in Python and C++, with familiarity with real-time systems and large data analysis.
A solid understanding of market microstructure, exchange risk mechanisms, and algorithmic trading dynamics.
Ability to communicate complex quantitative insights clearly to technical and non-technical stakeholders.
Excellent judgment under pressure and the ability to act decisively in fast-moving market conditions.

Responsibilities

Develop, validate, and maintain quantitative risk models for risk exposure, 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.
Design and manage position, profit-and-loss, 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.
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.
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, including self-trade prevention, kill switches, and rate limits.

Desired Qualifications

Familiarity with exchange risk systems and order throttling, including kill switches, self-trade prevention, and rate limits.
Experience with risk metrics such as value at risk, expected shortfall, drawdown analysis, and position exposures.

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.

About the Company

Graviton

Designs and deploys home, building automation

Graviton designs and installs customized building and home automation systems in Mexico for homes, offices, hotels, and parking facilities, handling design, engineering, supply, installation and ongoing maintenance as a full-service partner. In homes, Domótica covers lighting, audio/video, security, climate control and ambient scenes, with package pricing starting around USD 1,865. In commercial spaces, Inmótica focuses on intelligent lighting, access control, telepresence and meeting-room setups, distributed audio, and specialized parking solutions. A key feature is Gravipark, a white-label app that lets clients manage parking reservations, licenses and payments. The goal is to create intelligent spaces that improve comfort, safety and energy efficiency while lowering operating costs for clients.

Company size: 1-10
Company stage: Late Stage VC
Total funding: $39.8M
Headquarters: Mexico City, Mexico
Founded: 2014

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