Manager/Director, Quantitative Risk Management

March 25

Crypto.com

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Crypto.com - the best place to buy, sell, and pay with crypto.

Blockchain • Cryptocurrency • FX • Mobile Payments

1001 - 5000

Description

• 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.

Benefits

• Opportunity to work on a cutting-edge trading platform • Global presence with exposure to APAC, EMEA, and North America • Seamless and secure trading experience for clients