Quant Risk Specialist (Derivatives)

@ Aster

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Canada

Full-time

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SIGNALS

Overview

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.

Responsibilities:

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

Requirements summary:

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

Tools & skills

Python pandas NumPy

Source and dates

Source type not verified · apify-linkedin

Employer posting date: 2026-10-11
First seen by our source: 2026-11-14
Source record updated: 2026-11-14

These dates describe the source record, not a live verification that the employer is still hiring. Check the original posting.

Job details

Department	Finance & accounting
Hours per week	40 (estimated)
Work setting	Office
Position	Mostly sitting
Physical demands	physical low · computer high
Languages	Mandarin, English
Education	Bachelor’s degree (required), Master’s degree (required)
Fields of study	Mathematics, Statistics, Computer Science, Quantitative field

Summary and details written by AI from the posting; the employer’s posting is the authority.

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Aster

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Field	Value
Open jobs on Jobsy	1

Job 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.