Senior Risk Analyst
- Help implement and document standard operational processes related to new product listing, product parameters and model parameters calibration.
- Assist with documentation of risk reporting procedures and ensure in line with models and methodology documentation.
- Assist in the daily risk reporting and monitoring of the markets and measuring the risk exposure of user portfolios.
- Proactively identify, report and ensure transparency of risks, and immediate escalation of material issues to risk managers.
- Analyze market microstructure on crypto derivative markets, periodically review and calibrate risk models according to market conditions.
- Monitor compliance with regulation and perform both qualitative and quantitative analysis, independent testing, automating the monitoring and challenging of data and models
- Monitor the development of crypto exchange industry and identify industry trends and risks for further business development.
- BS. degree or above in a quantitative discipline, with professional qualifications such as CFA and FRM an added advantage.
- 3+ years of working experience in a Market Risk, Credit Risk, Model Validation or Product Control role, familiar with VaR, Expected Shortfall, and various portfolio risk exposures.
- Proficient in Python or SQL. Knowledge of any other programming language is a plus
- Database management experience, knowledge of data structure/data model.
- Strong analytical skills, and ability to present complex issues in a clear and concise manner
- Good understanding of market microstructure as well as liquidation process, working experience in any financial exchange would be highly desirable.
- Basic understanding of exchange, clearing, settlement, liquidity and margin model.
- Good organizational and interpersonal skills.
- Think critically and strive for continuous improvement, build confident discussion and provide persuasive challenges on risk management as well as daily monitoring.
- Passionate about cryptocurrency and blockchain.