Quantitative Risk Manager
4 weeks ago
The Quant Trading team at Crypto is responsible for trading and managing risks associated with various crypto products, including spots and derivatives. As a core member of the Risk team, you will contribute to the overall development and execution of the risk management strategy for the Trading Business, including the development and implementation of an effective Risk Management Framework and Operational Risk Management Framework.
Key Responsibilities:- Design and implement risk governance processes for new products and business initiatives, ensuring compliance with relevant regulatory requirements.
- Collaborate with quant developers to build automated trading controls and enhance risk infrastructure to monitor real-time risk exposures.
- Analyze market risk metrics (VaR, Greeks) and deliver insightful commentaries and reports to traders and senior management.
- Regularly review risk limits and perform risk assessments systematically based on analysis of large data-sets.
- Implement tools to identify, assess, measure, monitor, and report all material risks and escalate limit breaches to senior management.
- Perform trade and position reconciliations and P&L attribution analysis.
- Assist in ensuring efficient and smooth trading flow by troubleshooting problems presented throughout the trade lifecycle.
- Participate in business continuity planning.
- Degree or above in a quantitative discipline, with professional qualifications such as CFA and FRM an added advantage.
- Minimum 5 years of working experience in relevant Risk Management, Model Validation roles, with hands-on experience and managerial roles.
- Proficient in Python and SQL.
- Knowledge in other programming languages is a plus.
- Good organizational and interpersonal skills.
- Think critically and strive for continuous improvement.
- Passionate about cryptocurrency and blockchain.
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