Risk Manager, Quantitative (EMEA)

📋 Description

• Own margin methodology across the group, including SPAN, VaR, and portfolio-margining approaches
• Develop, implement, and validate derivatives pricing models for new and existing products across
• Backtest margin coverage and document model performance, assumptions, and limitations to a standard
• Build and maintain the data pipelines and automated reporting behind the risk models, working in
• Monitor and analyze real-time and historical portfolio risk, including exposure, leverage, margin
• Design optimal automated liquidation logic and algorithms to balance market risk with market impact

🎯 Requirements

• 5+ years of relevant working experience in quantitative research, risk management, trading, or a
• Master or PhD in a quantitative discipline (e.g., math, physics, statistics, engineering, computer
• 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
• Deep knowledge of equities, commodity products, macro assets, and ongoing developments in these

🎁 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
• Work Perks: crypto.com visa card provided upon joining