Quantitative Risk Manager – Liquidity

October 20

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Logo of Kraken Digital Asset Exchange

Kraken Digital Asset Exchange

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 • Integrate market and internal data into real-time capital and liquidity simulations • Develop and enhance Treasury’s quantitative model library • Partner with Treasury Product Engineering to deliver transparent dashboards and stress visualizations • Perform sensitivity and factor attribution analysis • Document, validate, and communicate models to senior leadership and external partners • Collaborate cross-functionally with Data, Product, and Finance teams

🎯 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 • Strong Python programming skills (NumPy, Pandas, SciPy, Monte Carlo simulation engines) • Working knowledge of SQL • Demonstrated experience building liquidity or funding stress test frameworks and factor-based capital models

🏖️ Benefits

• Health insurance • 401(k) matching • Bonus program • Equity program • Wellness allowance

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