Quantitative Market Risk Manager

Jump Crypto

Jump Crypto

Amsterdam, Netherlands
Posted on Monday, December 11, 2023

Amsterdam

Jump established a mainland Europe footprint with the launch of our Amsterdam office in 2018. At its core, the Amsterdam office is responsible for managing Jump's European trading activity. The office offers the feel of a small start-up with the benefit of being a critical fixture of one of the leading quantitative trading firms in the world.

As a Quantitative Risk Manager with a focus on Market Risk, you will be part of our Global Risk Management team. The department operates closely with trading and technology teams to manage the inherent risks in Jump's trading strategies across various exchanges. We are looking for someone who can bring risk management experience in addition to a critical, quantitative, and proactive hands-on approach. This role requires both the nimbleness to quickly attack new business needs as well as the thoughtfulness to organize and deploy data, compute, visualization, and decision-making workflows at scale.

The team is looking for someone who is passionate about markets, is comfortable in operating in the intersection between technology and finance, demonstrates intellectual curiosity, and is comfortable challenging the status quo with both humility and clear communication. If you have an interest in deepening your understanding of financial markets while working at a global, multi-asset, and multi-horizon trading firm, talk to us!

What You'll Do:

  • Work closely with key stakeholders across our global business (e.g. trading teams, technology, treasury, clearing, business development, compliance).
  • Identify, measure, monitor, and mitigate known and potential risks to the firm.
  • Be a connector between market risk management in Asia and US
  • Use technical capabilities on a daily basis to drive both tactical and strategic global risk capabilities
  • Other duties as assigned or needed

Skills You’ll Need:

  • At least 5 years of institutional risk management and/or trading experience from a multi-asset proprietary trading firm, multi-strategy hedge fund, asset manager, or investment bank.
  • At least 3 years of relevant technical experience required, but not necessarily in a fully technical role.
  • Strong programming experience in Python along with common packages such as Pandas, Numpy, and Scipy required
  • Practical experience in working with data (whether daily or intraday
  • Direct experience in working with at least one financial asset class
  • Great written and verbal communication skills – good at ELI5
  • Self-directed and able to take ownership of projects and responsibilities
  • Experience in having to learn something substantial from scratch while on the job
  • Reliable and predictable availability

Bonus Points:

  • Experience in development within a distributed Linux environment
  • Experience with financial instrument modeling and/or empirical research