Risk Manager, Quantitative

🕒 Julho 9

🗽 New York – Remoto

🗽 New York – Remote

💵 $100.000 - $230.000 / ano

⏰ Tempo Integral

🟡 Pleno

🟠 Sênior

🎲 Riscos

🦅 Patrocina Visto H1B

Esta empresa já patrocinou vistos H1B no passado.

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Crypto.com

SiteLinkedInTodas as Vagas

1001 - 5000 funcionários

Fundada em 2016

₿ Cripto

💳 Fintech

🔐 Segurança

Crypto • Fintech • Security

Crypto. com é uma plataforma de criptomoedas que oferece uma variedade de serviços, incluindo negociação, carteiras digitais e soluções de pagamento. A plataforma permite que os usuários comprem, vendam e gerenciem uma ampla gama de criptomoedas. Conhecido por sua interface amigável e aplicativo móvel abrangente, o Crypto. com visa tornar a criptomoeda acessível a todos. Ele também oferece um programa de recompensas através de seu cartão Visa, que dá aos usuários cashback em criptomoedas nas compras, integrando-se perfeitamente ao dia a dia.

Descrição

• Own margin methodology across the group, including SPAN, VaR, and portfolio-margining approaches • Benchmark models against those used by clearing houses and exchanges • Develop, implement, and validate derivatives pricing models for new and existing products across equities, commodities, futures, perpetuals, options, and other asset classes • Backtest margin coverage and document model performance, assumptions, and limitations for regulatory and audit review • Build and maintain data pipelines and automated reporting for risk models using SQL, Python, and relational databases • Monitor and analyze real-time and historical portfolio risk, including exposure, leverage, margin utilization, concentration, and liquidation • Design automated liquidation logic and algorithms balancing market risk with market impact during extreme volatility • Perform scenario analysis and stress testing across market conditions • Provide risk input into product onboarding, listing reviews, and risk parameter reviews • Review and calibrate risk models according to evolving market conditions • Analyze market microstructure on multi-asset derivative markets • Support internal risk dashboards and analytical tools • Participate in daily risk monitoring, escalation, and reporting • Contribute to building a fast-growth trading platform with innovative multi-asset products bridging traditional finance and digital markets

🎯 Requisitos

• 5+ years of relevant working experience in quantitative research, risk management, trading, or a related field • Exposure to daily risk operations is expected alongside the modelling work • Regulator-facing experience is welcome but not required • Master or PhD in a quantitative discipline (e.g., math, physics, statistics, engineering, computer science, financial engineering, quantitative finance, etc.) • Proficient in Python and SQL or noSQL data structures, data models, and database management • Strong understanding of derivatives pricing theory across traditional and digital asset classes • Deep understanding of Order Book Dynamics (L1-L3 data) and Cross/Portfolio-Margining methodologies • Deep knowledge of equities, commodity products, macro assets, and ongoing developments in these spaces • Thorough familiarity with futures, perpetuals, or other derivative types • Direct trading experience (personal or professional) is highly ideal, with a deep familiarity with margin concepts and liquidation mechanisms • Experience at a broker-dealer, exchange, or clearing organization is a strong plus • Familiarity with how brokers and CCPs operate is a strong plus

🏖️ Benefícios

• Competitive salary • Attractive annual leave entitlement including: birthday, work anniversary • 401(k) plan with employer match • Eligible for company-sponsored group health, dental, vision, and life/disability insurance • Work Flexibility Adoption. Flexi-work hour and hybrid set-up • Aspire career alternatives through us. Our internal mobility program can offer employees a diverse scope.