Market Risk Manager

2 months ago Be among the first 25 applicants
QCP is Asia's leading digital asset partner, empowering clients to seamlessly integrate digital assets into their portfolios.
We offer a comprehensive suite of solutions, including spot on/off ramping, fixed income strategies, vanilla options, and bespoke exotics. Since our founding in 2017, we have navigated three market cycles and established ourselves at the nexus of institutional finance and crypto ecosystems.
Driven by the vision of becoming the most trusted partner in digital asset markets, we deliver innovative solutions that embed digital assets into every portfolio, balance sheet, and treasury strategy.
We prioritize trusted partnerships, putting client success and care at the heart of everything we do.
Responsibilities
Reporting to the Head of Group Risk, the Market Risk Manager will be responsible for overseeing market risk management across QCP's trading books. This includes developing and implementing risk models, frameworks, and controls to support both internal decision-making and regulatory compliance.
Market Risk Framework & Governance
Design and implement a robust market risk framework aligned with the firm's risk appetite and regulatory requirements
Propose enhancements to existing risk governance structures and methodologies
Risk Modelling & Measurement
Develop models to quantify firm-wide exposure across crypto spot and derivatives products
Ensure accurate, real-time monitoring of risk metrics such as VaR, CVaR, and stress testing
Support new product launches through identification of market risk factors and definition of risk limits
Risk Monitoring & Control
Monitor trading activity and exposures to ensure compliance with internal limits and risk thresholds
Recommend and implement trading limits and stop-loss measures in collaboration with senior management
Oversee daily risk monitoring and ensure readiness for stress scenarios and backtesting processes
Market Analysis & Reporting
Produce regular and ad-hoc market risk reports and dashboards for senior management
Conduct reviews and analyses of trading book exposures and emerging market risks
Lead independent risk reviews and effectively communicate findings with business stakeholders
Crypto-Specific Risk Management
Identify, assess, and escalate emerging risks from crypto market innovations, including changes in blockchain protocols or product design
Monitor exposures across blockchain layers and ensure transparency in risk management
Maintain oversight of client positions, terms, and margin usage, with appropriate breach management protocols
Regulatory & Conduct Expectations
Uphold high standards of ethics and regulatory compliance, both in spirit and in practice
Lead engagements with regulators on matters related to market risk
Proactively guide the business through regulatory developments and implement compliant risk practices
Foster a culture of risk awareness, escalation, and resolution across the firm
Requirements
Experienced market risk professional with deep knowledge of options and FX/interest rate derivatives
Familiar with risk modelling tools; basic coding skills in Python or R preferred
Passionate about crypto, with working knowledge of DeFi protocols (e.g., AMMs, lending/borrowing, option vaults)
Understands the structure and nuances of crypto derivatives markets (perpetuals, term futures, options)
Curious, adaptable, and eager to deepen understanding of digital assets and their risk characteristics
Comfortable operating in a fast-paced, flat, and collaborative start-up environment
Benefits
The Environment We Offer
As a growing firm with a tightly-knit team, we respect and listen to all our employees. You will get the chance to make an impact by having your voice heard by everyone, including the management.
Our employees enjoy a high level of autonomy at work. We focus on substance, not form - as long as you can perform, you will be recognized and rewarded. We are also dedicated to supporting our staff and ensuring they develop holistically to maximize their potential in the long- term.
We also provide flexible working arrangement as required and a casual and fun environment to boot
Seniority level
Seniority level Mid-Senior level
Employment type
Employment type Full-time
Job function
Job function Other
Industries IT Services and IT Consulting
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