Quant Researcher

🔥 0 minutes ago

🇺🇸 United States – Remote

💵 $100k - $230k / year

⏰ Full Time

🟡 Mid-level

🟠 Senior

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Crypto.com

WebsiteLinkedInAll Job Openings

1001 - 5000 employees

Founded 2016

₿ Crypto

💳 Fintech

🔐 Security

Crypto • Fintech • Security

Crypto. com is a leading cryptocurrency platform that offers trading, buying, and selling services for Bitcoin, Ethereum, and over 350 other cryptocurrencies. It supports transactions in EUR and allows users to pay via SEPA and Apple/Google Pay, depending on jurisdiction. The platform is known for its regulatory compliance and high security standards, with over 100 million users worldwide. Crypto. com also offers products like Crypto Basket for portfolio diversification, on-chain staking for passive income, and the DeFi Wallet for P2P trading. With a commitment to user security and regulatory adherence, Crypto. com holds numerous security certifications and licenses globally. It aims to put cryptocurrency in every wallet and provides various tools for trading, earning rewards, and understanding the crypto market.

📋 Description

• Develop, implement, and validate derivatives pricing models for new and existing products across various asset classes (e.g., equities, commodities, futures, perpetuals, options). • Monitor and analyze real-time and historical portfolio risk, including exposure, leverage, margin utilization, concentration, and liquidation. • Design optimal automated liquidation logic and algorithms to balance market risk with market impact during extreme volatility. • Perform scenario analysis and stress testing across a range of market conditions. • Provide risk input into product onboarding, listing reviews, and regular risk parameter reviews: haircuts, margin levels, liquidation thresholds, index pricing, funding rates, and position limits. • Analyze market microstructure on multi-asset derivative markets, periodically review and calibrate risk models according to evolving market conditions. • Support the build and maintenance of internal risk dashboards and analytical tools.

🎯 Requirements

• 5+ years of relevant working experience in quantitative research, risk management, trading, or a related field. • 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 (e.g., offsetting spot against futures). • Deep knowledge of equities, commodity products, macro assets, and ongoing developments in these spaces; thoroughly familiar 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.

🏖️ Benefits

• 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 or remote set-up • Aspire career alternatives through us. Our internal mobility program can offer employees a diverse scope.