Quant Risk Specialist (Derivatives)

@ Aster

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Canada

Temps plein

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SIGNAUX

En bref

Aster is hiring a full-time Quant Risk Specialist to design and oversee market risk frameworks and limits for futures and derivatives products. The role covers scenario analysis, stress testing, and partnering with trading desks on risk-return decisions. Mandarin proficiency is preferred.

Responsabilités :

Design and improve market risk frameworks and limits for futures and derivatives
Challenge risk concentrations, trade sizing and transaction structures
Partner with trading teams on capital allocation and risk-return decisions
Run scenario analyses, stress tests and tail-risk deep-dives

Résumé des exigences :

Bachelor's or master's in mathematics, statistics, computer science or related quantitative field
Hands-on experience with VaR, CVaR, margining, liquidation and derivatives
Proficiency in Python, pandas and NumPy
Excellent communication and independent ownership of results
Mandarin proficiency preferred

Outils et compétences

Python pandas NumPy

Source et dates

Type de source non vérifié · apify-linkedin

Date publiée par l’employeur: 2026-10-11
Première détection par notre source: 2026-11-14
Mise à jour du dossier source: 2026-11-14

Ces dates décrivent le dossier source, pas une vérification en direct du recrutement. Consultez l’offre originale.

Détails du poste

Domaine	Finance et comptabilité
Heures par semaine	40 (estimé)
Milieu de travail	Bureau
Position	Surtout assis
Exigences physiques	physique faible · ordinateur élevé
Langues	Mandarin, English
Formation	Baccalauréat (exigé), Maîtrise (exigé)
Domaines d’études	Mathematics, Statistics, Computer Science, Quantitative field

Résumé et détails rédigés par l’IA à partir de l’offre; l’offre de l’employeur fait foi.

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Aster

Toutes ses offres

Champ	Valeur
Offres sur Jobsy	1

Description

We are looking for a proactive and analytically strong Risk Control Specialist to join our team. You will design, enhance, and oversee market risk frameworks and limits, critically assess trading risk profiles, and partner with trading desks to optimize risk-return decisions. Your role will involve scenario analysis, stress testing, and providing actionable risk insights to support complex trading activities.

Key Responsibilities

Design and continuously improve risk frameworks, methodologies, and limits for futures and derivatives products.
Independently challenge risk concentrations, trade sizing, and transaction structures.
Partner with trading teams to enable efficient capital allocation and risk-return decisions aligned with the company’s risk appetite.
Assess new, large, or complex trades while building deep product and risk expertise.
Monitor global markets and macroeconomic developments, escalating key risks promptly.
Conduct scenario analyses, stress tests, and risk deep-dives, and communicate findings clearly.
Analyze aggregated portfolio exposures and tail risks to support informed decision-making.
Maintain ongoing communication with traders regarding risk appetite, limits, and exposures.
Explore and apply machine learning and AI techniques to enhance risk monitoring and predictive analytics.

Requirements

Bachelor’s or Master’s degree in Mathematics, Statistics, Computer Science, or another related quantitative field.
Strong quantitative and analytical skills, with the ability to work with complex data, models, and problem-solving tasks.
Proficiency in data analysis tools and libraries such as Python, pandas, and NumPy.
Hands-on experience with risk concepts including VaR, CVaR, margining, liquidation, and derivatives.
Proven ability to think critically, take ownership, and deliver results independently.
Excellent communication skills, with the ability to explain complex ideas clearly and concisely.
An innovative mindset, with experience challenging existing approaches and driving improvements.
Mandarin proficiency is preferred for collaboration with stakeholders in Mandarin-speaking regions.