Jumps Singapore office was formed in 2011 to expand the firms reach across the emerging and mature markets of Asia. The office has grown in size, catering to brilliant minds passionate about solving quantitative & algorithmic challenges while tackling the regions unique business challenges.
As part of our elite Singapore team, you will work collaboratively with colleagues of diverse backgrounds, all focused on creating innovative solutions that position the firm for the future.
As a Risk Manager you will work with the Global Risk Management team. Our team operates closely with trading and technology teams in order to manage the inherent risks in Jumps trading strategies across various technologies, markets, and styles.
We are looking for someone who can bring risk management expertise in addition to a critical, quantitative, and proactive hands-on approach.
It will be your challenge to support the risk assessment and management responsibilities for credit, liquidity, operational, and market risk.
What Youll Do Work closely with Jump trading teams, developers, and Operations functions across multiple regions to understand our existing needs to measure and manage risk and then help push us forward Cover day to day operations, risk requests, troubleshoot issues, help trading teams, and deal with brokers / exchanges Coordinate and drive risk projects in Asia in conjunction with the Business Development team across a wide array of asset classes Be able to understand complex trades, identify key risks, and come up with potential risk mitigating solutions Design, document, and drive improvements in risk monitoring applications and alerting frameworks Fully leverage programming languages such as Python and be able to work with various sources of data housed within various data structures to diagnose a large spectrum of risk issues and come up with creative solutions Work with the global risk team to develop and implement frameworks for model-driven risk measurements on both intraday and end of data positions Other duties as assigned or needed Skills Youll Need 5 - 10 years of institutional risk management and / or trading experience from a multi-asset proprietary trading firm, multi-strategy hedge fund, asset manager, or investment bank.
Strong Python skills (including familiarity with packages such as pandas) Knowledge of database query languages (SQL, Splunk, etc) Knowledge of third party market risk packages such as Barra, Axioma, or RiskMetrics Familiarity with exchange connectivity / trading systems Strong academic record with a degree or concentration in a scientific and / or mathematical discipline.
Experience or qualifications relating to quantitative finance are highly preferred. Knowledge of quantitative finance and an excellent understanding of probability and statistics Comfort with communicating with a large spectrum of stakeholders, including traders, technical staff, and external parties Reliable and predictable availability Bonus Points Experience with Asia markets Experience with multiple asset classes, with a special bonus for options market experience Experience with electronic trading risk in a 24 hour follow the sun environment