Manager/Director, Quantitative Risk Management
Crypto.com
United States
Posted on Monday, March 25, 2024
About the role
We are seeking a strong quantitative developer 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 quants include designing, implementing and maintaining innovative pricing and risk models. 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
- Collaborate with risk managers and quant researchers to implement efficient risk library.
- Implement and optimize core algorithms for risk models and pricing functions.
- Develop real-time and ad-hoc risk tools and calculation engines for measuring and controlling various financial risks.
- Help support live production risk management and operation across the exchange and clearing business, and cover both retail and institutional clients.
- 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 the product, risk, legal, finance, compliance, and technology teams, provide business requirements to technology team for model development in production systems.
Requirements
- Proficient programming skills in Python required, strong programming in Java/C++ preferred.
- Masters or above in a quantitative discipline including computer science, financial engineering, math, physics, statistics, engineering, etc.
- 3 -8 years of working experience in quantitative development.
- Good knowledge in risk models, derivatives pricing and options volatility surface is required.
- Strong analytical skills, 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.
