Manager/Director, Quantitative Risk Management

Crypto.com

Crypto.com

United States
Posted on Monday, March 25, 2024
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 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.
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.