Risk Manager, Quantitative (United States)
@ Crypto.comRisk Manager, Quantitative (United States)
This job is still taking applications, but it's been up a while.
About the job
Crypto.com, founded in 2016, serves 150M+ users, focusing on secure, innovative crypto solutions. The Risk Manager role involves model design, risk monitoring, and supporting trading strategies. Join a fast-paced, inclusive environment fostering growth and innovation. 350 characters.
Requirements
- 5+ years experience in risk or trading
- Proficient in Python and SQL
- Deep understanding of derivatives
- Experience with digital assets
- Knowledge of market microstructure
Qualifications
- Master or PhD in quantitative field
- Strong analytical skills
- Experience in exchange or broker
- Critical thinking and improvement focus
Full job description
We are looking for a quantitative Risk Manager to join our global exchange team, with a primary focus on the models: you will own the design, calibration, and validation of the margin, pricing, and liquidation frameworks that our FCM and clearing businesses run on. Alongside that, you will take part in the daily risk monitoring, escalation, and reporting that the whole team carries. You will be contributing to the building of a fast-growth trading platform with innovative, multi-asset products bridging traditional finance (TradFi) and digital markets. For all roles, we look for people who are passionate about financial market innovation, equipped with energy, act as owners, and have exemplary work ethics.
Responsibilities
- Own margin methodology across the group, including SPAN, VaR, and portfolio-margining approaches, and benchmark our models against those used by the clearing houses and exchanges we face.
- Develop, implement, and validate derivatives pricing models for new and existing products across various asset classes (e.g., equities, commodities, futures, perpetuals, options).
- Backtest margin coverage and document model performance, assumptions, and limitations to a standard that withstands regulatory and audit review.
- Build and maintain the data pipelines and automated reporting behind the risk models, working in SQL, Python, and relational databases.
- 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. 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 (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.
- Experience at a broker-dealer, exchange, or clearing organization, with familiarity on how brokers and CCPs operate is a strong plus.
- Think critically and strive for continuous improvement.
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