Senior Quantitative Risk Manager – Liquidity

November 12

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Kraken Digital Asset Exchange

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Crypto • Finance • Fintech

Kraken Digital Asset Exchange is a cryptocurrency platform that facilitates the buying and selling of over 200 cryptocurrencies, including Bitcoin, Ethereum, and many others. Founded in 2011, Kraken provides a comprehensive suite of features for both beginner and advanced traders, such as advanced trading interfaces and margin trading. The platform emphasizes industry-leading security, deep liquidity, and 24/7 customer support, making it a trusted choice for users worldwide. Kraken caters to individual investors as well as institutional clients, offering services like OTC trading and custody. The company is committed to transparency with its proof of reserves and mission-driven values. Kraken operates globally, supporting clients in over 190 countries, with a quarterly trading volume exceeding $207 billion. However, users are advised of the high risk of crypto investments and the lack of regulation in some jurisdictions.

1001 - 5000 employees

Founded 2011

₿ Crypto

💸 Finance

💳 Fintech

📋 Description

• Design and maintain factor-based liquidity and funding stress models to measure the firm’s resilience under market and operational stress events • Integrate market and internal data (wallets, exchanges, counterparties, banking flows) into real-time capital and liquidity simulations • Develop and enhance Treasury’s quantitative model library, expanding from first-principles liquidity coverage and funding runoff analyses to advanced jump-diffusion, contagion, and regime-switching models as risk management matures • Partner with Treasury Product Engineering to deliver transparent, data-driven dashboards and stress visualizations through Kraken’s Capital Management Product • Perform sensitivity and factor attribution analysis, explaining how liquidity, counterparty, and funding dynamics impact overall growth capacity and balance-sheet deployment • Document, validate, and communicate models to senior leadership, risk committees, and external partners, ensuring consistency with governance and audit standards • Collaborate cross-functionally with Data, Product, and Finance to define data quality standards and align Treasury risk factors with enterprise metrics • Additional duties and responsibilities as assigned

🎯 Requirements

• Bachelor’s or Master’s degree in a quantitative discipline (Finance, Financial Engineering, Applied Math, Physics, or related) • 6–10 years of experience in treasury, liquidity risk, capital risk modeling, or market risk, preferably within a trading, fintech, or digital-asset environment • Strong Python programming skills (NumPy, Pandas, SciPy, Monte Carlo simulation engines) and working knowledge of SQL • Demonstrated experience building liquidity or funding stress test frameworks and factor-based capital models.

🏖️ Benefits

• Health insurance • Retirement plans • Paid time off • Flexible work arrangements • Professional development • Bonuses • Stock options • Equipment allowances • Wellness programs