Director, Quantitative Risk Management

Crypto.com

Crypto.com

This job is no longer accepting applications

See open jobs at Crypto.com.
London, UK
Posted on Monday, November 27, 2023
The exchange team develops and maintain a cutting-edge trading platform. With a global presence across APAC, EMEA and North America, the team has since grown with the goal to provide a seamless and secure trading experience for our clients.
About the role
We are seeking experienced risk data scientists to join our risk department, which help manage the risk across Crypto.com Derivatives North America (CDNA) Exchange and Clearing business. The main responsibilities of the risk data scientist include designing risk data analytics and reporting, sourcing market data and historical data, validating and cleaning data to ensure quality data for margin calculation, stress testing and various data analysis. We value individuals who are enthusiastic about both emerging crypto innovations and conventional finance, bringing energy, an ownership mindset, and exemplary work ethics to the team.

Responsibilities

  • Drive the design and implementation of quantitative solutions for new business initiatives, support live production risk management and operation across the exchange and clearing business, and cover both retail and institutional clients.
  • Design and implement innovative risk models to manage market risk, liquidity risk, treasury risk, and default risk etc.
  • Develop real-time and ad-hoc risk tools and calculation engines for measuring and controlling various financial risks.
  • Research and design innovative pricing functions for pricing derivatives including Futures, Options and Swaps, and core algorithms for constructing forward curves and option volatility surface.
  • Ensure model compliance with applicable regulations and perform both qualitative and quantitative analyses.
  • Drive the model testing and documentation, engage with independent validators and regulators for model validation and regulatory approvals.
  • Engage with clearing members for model updates and performance presentation.
  • Analyze macro and micro market structure on crypto and other derivative markets, periodically review and calibrate risk models according to market conditions.
  • Closely engage with other team members from product, risk, legal, finance, compliance, and technology teams, providing business requirements to the technology team for model development in production systems.

Requirements

  • PhD or Master in a quantitative discipline including math, physics, statistics, engineering, computer science, financial engineering etc.
  • 8+ years of working experience in quantitative modeling or model validation.
  • Solid knowledge of risk management and financial derivatives pricing.
  • Solid programming skills in Python and SQL; strong programming in C++ preferred.
  • Strong analytical skills, and ability to present complex issues in a clear and concise manner.
  • Think critically and strive for continuous improvement, build up confident discussion and the ability to provide persuasive challenges on risk management as well as daily monitoring.
  • Direct working experience or knowledge in FCM, Exchange and Clearing, settlement, liquidity, and regulatory space in PFMI, EMIR, CFTC, MAS, etc. would be desirable.
Life @ Crypto.com
Empowered to think big. Try new opportunities while working with a talented, ambitious and supportive team.
Transformational and proactive working environment. Empower employees to find thoughtful and innovative solutions.
Growth from within. We help to develop new skill-sets that would impact the shaping of your personal and professional growth.
Work Culture. Our colleagues are some of the best in the industry; we are all here to help and support one another.
One cohesive team. Engage stakeholders to achieve our ultimate goal - Cryptocurrency in every wallet.
Work Flexibility Adoption. Flexi-work hour and hybrid or remote set-up
Aspire career alternatives through us - our internal mobility program offers employees a new scope.
Work Perks: crypto.com visa card provided upon joining
Are you ready to kickstart your future with us?
Benefits
Competitive salary
Attractive annual leave entitlement including: birthday, work anniversary
Work Flexibility Adoption. Flexi-work hour and hybrid or remote set-up
Aspire career alternatives through us. Our internal mobility program can offer employees a diverse scope.
Work Perks: crypto.com visa card provided upon joining
Our Crypto.com benefits packages vary depending on region requirements, you can learn more from our talent acquisition team.
About Crypto.com:
Founded in 2016, Crypto.com serves more than 80 million customers and is the world's fastest growing global cryptocurrency platform. Our vision is simple: Cryptocurrency in Every Wallet™. Built on a foundation of security, privacy, and compliance, Crypto.com is committed to accelerating the adoption of cryptocurrency through innovation and empowering the next generation of builders, creators, and entrepreneurs to develop a fairer and more equitable digital ecosystem.
Learn more at https://crypto.com.
Crypto.com is an equal opportunities employer and we are committed to creating an environment where opportunities are presented to everyone in a fair and transparent way. Crypto.com values diversity and inclusion, seeking candidates with a variety of backgrounds, perspectives, and skills that complement and strengthen our team.
Personal data provided by applicants will be used for recruitment purposes only.
Please note that only shortlisted candidates will be contacted.

This job is no longer accepting applications

See open jobs at Crypto.com.