Quant Risk Specialist (Derivatives)
Salary
Undisclosed
Remote
Listed locations
Type
Full-time
Posted
24d ago
About the role
Develop and challenge derivatives market-risk frameworks.
Public role metadata
- Company: Aster
- Role family: Research
- Employment: Full-time
- Location: Asia / Europe / Canada
- Workplace metadata: Remote
- Additional locations: None provided
- Compensation: Not numerically disclosed.
Scope and conditions
Asia is listed; Korea legal employment is not specifically confirmed.
Remote across listed locations; Mandarin is preferred.
- Perform stress tests and portfolio-exposure analysis.
Qualifications
- Quantitative bachelor’s/master’s degree.
- Python, pandas, NumPy and practical VaR/CVaR, margin and liquidation knowledge.
Sources
- Official vacancy / application
- Employer website
- Checked on 9 October 2026 KST; source timestamp 2026-10-08T17:12:36.844312+00:00.
- Index date; original posting date unavailable: 2026-10-08.
- Dated research guide
This editorial summary preserves source and region boundaries. Reopen the official listing before applying. No closing date is inferred.
What you'll do
- Perform stress tests and portfolio-exposure analysis.
Requirements
- Quantitative bachelor’s/master’s degree.
- Python, pandas, NumPy and practical VaR/CVaR, margin and liquidation knowledge.
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