Risk Manager, Quantitative
New
C
Crypto.comFinancial Services
United StatesFull-TimeMiddle
Salary100,000 - 230,000 USD per year
Apply NowOpens the employer's application page
Job Details
- Experience
- 5+ years
- Required Skills
- PythonSQLNosql
Requirements
- 5+ years of relevant experience in quantitative research, risk management, or trading.
- Master or PhD in a quantitative discipline (e.g., Math, Physics, Statistics, CS, Financial Engineering).
- Proficiency in Python and SQL or NoSQL databases.
- Strong understanding of derivatives pricing theory for traditional and digital assets.
- Deep knowledge of Order Book Dynamics (L1-L3 data) and Portfolio-Margining methodologies.
- Familiarity with equities, commodity products, macro assets, futures, and perpetuals.
- Experience with broker-dealer, exchange, or clearing house operations is a plus.
- Direct trading experience is highly ideal.
- Ability to think critically and strive for continuous improvement.
Responsibilities
- Own margin methodology including SPAN, VaR, and portfolio-margining approaches.
- Develop, implement, and validate derivatives pricing models across equities, commodities, futures, and options.
- Backtest margin coverage and document model performance for regulatory review.
- Build and maintain data pipelines and automated reporting using SQL and Python.
- Monitor real-time and historical portfolio risk and design automated liquidation algorithms.
- Perform scenario analysis and stress testing across various market conditions.
- Provide risk-based input for product onboarding and parameter calibration.
View Full Description & ApplyYou'll be redirected to the employer's site
