Crypto.com is hiring Web3 Senior Quant Analyst Exchange Risk
Senior Quant Analyst Exchange Risk
Experience
Minimum 1 Year
Employee type
Full Time
Position
Senior
Offer Salary
$109,000 - $169,000
Desired Qualifications
- Master or PhD in a quantitative discipline (e.g. math, physics, statistics, engineering, computer science, financial engineering, quantitative finance, etc.)
- 3+ years of working experience in a Market Risk, Model Validation or Quantitative Research role, familiar with volatility surface construction, risk models (VaR, Expected Shortfall, and various portfolio risk exposures).
- Good knowledge of pricing models and greeks, especially options pricing models and use / calibration of pricing models for risk management.
- Proficient in Python (3+ years of working experience) and SQL or noSQL data structure/ data model and database management. Knowledge in any other programming language is a plus
- Strong analytical skills, ability to present complex issues in a clear and concise manner
- Good understanding of market microstructure as well as liquidation or auction process, working experience in any financial exchange would be highly desirable.
- Basic understanding of exchange, clearing, settlement, liquidity and margin model. Regulatory knowledge (PFMI, EMIR, CFTC, MAS, etc.) would be desirable.
- 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.
Duties & Responsibilities
- Research innovative quantitative models for crypto derivatives pricing and risk management
- Analyze market microstructure on crypto markets, periodically review and calibrate risk models according to market conditions.
- Perform both qualitative and quantitative analyses, independent testing, automating the monitoring and challenging of data and models
- Drive the model documentation of risk models for new products, update the model Python library on a regular basis.
- Ensuring compliance with internal model risk framework and external regulatory requirements
- Monitor development of crypto exchange industry and identify industry trends and risks for further business development.
- Engage with business partners on projects that further enhance risk framework / infrastructure
Salary & Benefits
- Competitive salary
- Attractive annual leave entitlement including: birthday, work anniversary
- 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.
- Work Perks: crypto.com visa card provided upon joining
Our Company
Founded in 2016, Crypto.com serves more than 80 million customers and is the world's fastest growing global cryptocurrency platform. Our vision is simple: Cryptocurrency in Every Wallet™. Built on a foundation of security, privacy, and compliance, Crypto.com is committed to accelerating the adoption of cryptocurrency through innovation and empowering the next generation of builders, creators, and entrepreneurs to develop a fairer and more equitable digital ecosystem.
Learn more at https://crypto.com. V
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