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cryptofintechOtherremote
About this role
Join Crypto.com as a Quantitative Risk Manager to design and validate risk models for a cutting-edge trading platform. Contribute to a fast-growth environment bridging traditional finance and digital markets.
Description
The exchange team develops and maintain a cutting-edge trading platform. With a global presence across APAC, EMEA and North America, the team has since grown with the goal to provide a seamless and secure trading experience for our clients.
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.
Conditions & 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.
Job Details
Market range (est.)$90k–$180k
LocationRemote
AI Score★★★★★★★☆☆☆ 7/10
Riskhigh-risk
PostedSep 3, 2026 (4d ago)
Tags & Skills
cryptofintechOtherremote
Tech Stack
PythonSQLnoSQLdata modelsdatabase management