Asia Pacific Archives

Portfolio Manager – Systematic Crypto Options, Multi‑Coin Strategies, Quant‑Driven Trading

We are partnering with one of Asia’s most established and fast‑growing blockchain technology companies, offering a rare opportunity to work at the forefront of digital assets. The firm stands out for its institution‑grade security, full‑stack digital‑asset infrastructure, and a high‑growth, innovation‑driven culture.

Our client is seeking an experienced Portfolio Manager to lead and scale multi‑asset crypto options strategies. If you are passionate about digital assets, backed by a strong quantitative foundation and a proven live trading track record, this is an opportunity worth exploring.

Key Responsibilities

Design, develop, and implement multi‑coin crypto options strategies, covering the full lifecycle from research and backtesting to live trading and productization.
Monitor macroeconomic trends and crypto market dynamics to optimize portfolio allocation and enhance risk‑adjusted returns.
Build and refine a systematic research framework, including data analytics, factor research, strategy validation, and performance review.
Convert validated strategies into investable client products and deliver regular investment reports and performance updates.

Requirements

Master’s degree or above in Mathematics, Physics, Financial Engineering, Quantitative Finance, or related disciplines.
At least 5 years of trading experience across both traditional financial markets and crypto markets.
Strong understanding of options and derivatives trading, with a demonstrable live track record.
Proficiency in quantitative research tools (Python/Matlab/C++), with strong modelling, backtesting, and risk management capabilities.
Deep passion for digital assets, with independent thinking, sharp market instincts, and disciplined execution.
Professional certifications such as CFA, CQF, or FRM are advantageous.

Technical Service Engineer

Please see job role.

Financial Services Risk Management (FSRM) Senior Associate

As part of the SGV Financial Services Risk Management (FSRM) practice, you will provide a well-integrated broad array of risk management services to capital market participants within global banking, capital markets, asset management and insurance. FSRM products and services include Regulatory Compliance, Prudential Supervision (including capital management and capital adequacy), Bank Holding Company reporting, Credit Risk, Liquidity Risk, Market Risk, Operational Risk, Interest Rate Risk, Strategic Risk, Enterprise Risk, Structured Finance, Sustainable finance (Environmental, Social and Governance (ESG) Risk Management and Integration), and Quantitative Advisory Services.

Your Key Responsibilities

Active involvement in projects in financial risk modelling, credit risk, market risk, operational risk, methodology designs and reviews by large and international banks
Based on the results of analyses and research, draw meaningful conclusions and recommendations for our clients
Drive the preparation of reports and presentations
Supervise and coach assistants, monitor and report delivery status
·Preparation of proposals, project plans for prospective clients

To qualify for the role you must have

A bachelor’s degree in Economics, Mathematics, Statistics, Physics, and other related programs
Minimum of 3 years’ experience preferably at financial institutions in the field of risk management
Credit risk modeling (scoring and rating models, PD and LGD modeling)
Interest rate in the banking book (IRRBB) modeling
Market risk modeling, valuation of financial derivatives and financial instruments or
Experience in regulatory issues in banking and financial industries (BSP, Basel II/III, IFRS 9, IFRS 13)
Statistical and numerical techniques and the principles of the theory of probability and stochastic calculus
Functional knowledge and experience with statistical and numerical techniques and business acumen
Experience working in a financial product engineering/research and development environment designing and developing quantitative methods and services for capital market products
Strong interest in economic analysis / financial data analysis / applied statistics
Knowledge of the financial markets and the banking industry
Leadership as well as proven project management skills
Excellent written and verbal communication skills
Relevant professional qualifications are a plus. e.g CFA/CQF/FRM/ERM/SCR/PRM/CPA

Assistant Vice President, Fundamental Research

About the Role

We’re looking for a fundamental equity analyst to join our Public Markets team, focused on the global technology & semiconductor ecosystem. Experience with South Korea, Taiwan, and/or Malaysia’s electrical & electronics (E&E) sector is a strong advantage.

In this role, you will:

◾ Drive Investment Insights: Research sectors, analyse trends, engage management & present actionable insights.

◾ Model & Value: Build financial models, conduct valuations & support portfolio decisions.

◾ Apply Risk-Reward Philosophy: Contribute to portfolio construction by adhering to risk-adjusted investment decisions that aim to deliver relative value.

◾ Collaborate Across Stakeholders: Partner with key decision-making stakeholders on semiconductor initiatives.

This role is for someone analytically rigorous, intellectually curious & motivated to deepen their craft – including through professional qualifications such as CFA, CAIA, CIPM, or CQF. Candidates with existing qualifications are an advantage.

If you are early- to mid-career (3-7 years of work experience), research-driven, & want exposure to real investment decisions at the intersection of markets, strategy & policy, we want to hear from you.

Senior Associate, CQF Learning Manager, Singapore

Please see job role.

Market Risk / Quant Risk

Job Description

• Develop and implement market risk management strategies in line with the firm’s risk appetite and regulatory guidelines;

• Monitor and assess market risk exposures across various asset classes;

• Conduct stress testing, scenario analysis, and sensitivity analysis to identify potential risks and their impact on the firm’s portfolio;

• Provide risk-related advice and recommendations to senior management, including risk limits, risk mitigation strategies, and hedging strategies;

• Collaborate with traders, quantitative analysts, and other stakeholders to analyze and understand market trends, pricing models, and risk factors;

• Develop and maintain market risk policies, procedures, and controls, and ensure their effective implementation;

• Stay updated on industry best practices, market developments, and regulatory changes related to market risk management;

• Prepare and present risk reports and presentations to senior management, risk committees, and regulatory bodies;

• Providing leadership, guidance and trainings to the Market Risk coverage members;

• Enhance market/counterparty credit risk models, OTC derivatives pricing and margin models in developed vendor risk system;

• Conduct rigorous analysis and testing as part of risk model development and enhancement;

• Provide comprehensive analytical support to all model stakeholders including risk management and model validation team.

Qualifications

• Bachelor’s degree in finance, economics, mathematics, or a related field. Advanced degree (MSc. or PhD.) preferred;

• 5-15 years of relevant market risk management experience within an investment bank or financial institution;

• In-depth understanding of financial markets, products, and risk management techniques and pricing models;

• Sound knowledge of regulatory frameworks and requirements related to market risk management;

• Proficiency in quantitative analysis, risk modeling, and statistical tools;

• Sound and solid analytical and problem-solving skills, with the ability to identify and assess complex market risks;

• Proven leadership and team management skills, with the ability to effectively collaborate with stakeholders at all levels;

• Capable to convey complex concepts in a clear and concise manner with solid communication and presentation skills;

• Good verbal and written communication skills in both Chinese and English;

• Professional certifications such as FRM or CFA or CQF are desirable.

Seniors – Derivatives – Audit Valuation – Pakistan

EY is seeking a Valuation Specialist to join its Assurance Valuation team. This role involves reviewing and evaluating the valuation of complex financial instruments, including derivatives, for audit purposes. It presents an opportunity to grow within a leading firm through diverse engagements, mentoring, and continuous learning.

Head of Finance Department

Please see job role.

Quantitative C++ Developer

Susquehanna technologists are at the heart of where cutting-edge technology meets the fast-paced world of trading. Our growing teams build some of the most powerful trading systems in the financial industry and solve complex problems in a constantly changing environment. From large scale computations, real-time systems, high performance computing to petabytes of data. By integrating sophisticated coding techniques with innovative engineering ideas, we design and optimise systems that can process massive amounts of data while still ensuring high performance and stability. Collaborating with traders and quantitative researchers, our systems engineers, network architects, technical analysts and software developers create competitive edge through best-in-class technical solutions.

As a Quantitative Software Developer within our Equity Strategies team, you will have the opportunity to work closely with quantitative strategists, traders and the firm’s top technologists. Ideally, you will have a background in trading systems and want the chance to compete against the best systems in the world

What You’ll Do

Develop and enhance trading applications by designing, implementing, and delivering complex software systems that meet the business needs.
Solve complex problems by providing innovative and scalable solutions with a focus on high frequency and low latency automated trading.
Bring/gain a thorough understanding of the business domain (trading, strategies, market making, market data and low latency).
This is a hands-on role where you will thrive on the technology challenges. You will see your ideas and hard work used by experienced traders across a diverse range of instruments and markets.

What We’re Looking For

A bachelor’s degree (or higher) in a technical or related discipline
Quantitative postgraduate qualifications such as a Masters of Quantitative Finance (MQF) or Certificate in Quantitative Finance (CQF)
A minimum of 5 years in designing and developing applications using modern C++ on Linux, as well as proficiency in Python
Excellent attention to detail, accuracy and a thorough understanding of full life-cycle development and performance optimization/latency reduction methodologies.
A demonstrated track record of successfully delivering complex applications that meet demanding performance and scalability goals.
Experience in trading application development would be highly regarded.
Knowledge of financial products would be highly regarded.

What’s In It For You

Real Impact: As an essential member of the team, your role involves supporting, innovating, and optimising systems processing and models using massive amounts of data, all while ensuring high performance and stability. You’ll see how your contributions towards supporting leading-edge hardware and software technologies make a firm-wide impact that makes us all smarter, faster, and better.

Collaboration: You will partner closely with our Trading, Quantitative Research, Infrastructure and Strategy Developer Teams to develop and manage scalable and highly performant systems to support trading in the region.

Growth: We’re looking for people who are naturally curious, relentless problem solvers, and have the desire to continuously innovate, learn, and grow.

Benefits: Susquehanna offers a wide array of competitive employee perks & benefits

Explore our benefits and culture : link

About Susquehanna

Susquehanna is a global quantitative trading firm powered by scientific rigor, curiosity, and innovation. Our culture is intellectually driven and highly collaborative, bringing together researchers, engineers, and traders to design and deploy impactful strategies in our systematic trading environment. To meet the unique challenges of global markets, Susquehanna applies machine learning and advanced quantitative research to vast datasets in order to uncover actionable insights and build effective strategies. By uniting deep market expertise with cutting-edge technology, we excel in solving complex problems and pushing boundaries together.

What We Do

Susquehanna’s deep integration of trading, technology and quant research makes us experts in trading essentially all listed financial products and asset classes, with a focus on derivatives. We handle millions of trading transactions around the world every day as both a market maker and market taker. Our efforts provide liquidity and ensure competitive prices for buyers and sellers. While our presence in the market is broad, our trading desks are highly specialized to allow for a deep understanding of the unique drivers of each asset class.

Equal Opportunity Statement

We encourage applications from candidates from all backgrounds, and we welcome requests for reasonable adjustments during the recruitment process to ensure that you can best demonstrate your abilities.

About Susquehanna

Options Market Maker/Researcher

Please see job role.