We are looking for a risk professional with strong quantitative skills to develop and enhance market risk models for both traditional and crypto assets, ensuring regulatory compliance and strategic risk management
Key Responsibilities:
● Develop, implement, and enhance quantitative models to measure market risks (VaR, Stress Testing, Tracking Error, etc.) for both traditional assets and crypto assets.
● Monitor risk indicators, including price fluctuations, exchange rates, volatility, liquidity, staking, lending, and correlations in crypto markets.
● Analyze risk exposures in hybrid portfolios (traditional and digital) and propose mitigation strategies.
● Ensure compliance with regulatory standards applicable to financial markets and crypto assets.
● Prepare management reports and presentations for senior leadership, highlighting economic scenario analyses and insights into the crypto ecosystem.
● Collaborate with Investment, Trading, Operations, Compliance, and Technology teams to develop robust risk management policies.
● Automate risk monitoring and calculation processes using programming and data analysis tools, primarily in Python.
● Track regulatory trends and developments in both onshore and offshore crypto markets
Technical Requirements:
● Bachelor's degree in Engineering (all disciplines), Mathematics, Physics, or related fields with a strong quantitative background.
● Previous experience in market risk or related areas, preferably in financial institutions or asset management firms.
● Proven experience in crypto asset management firms or portfolios that include digital assets.
● Advanced knowledge of risk measurement methodologies (VaR, CVaR, stress testing), with a focus on highly volatile markets.
● Familiarity with both traditional and digital financial instruments, including crypto derivatives (e.g., futures, options).
● Experience with crypto market platforms such as Binance, Coinbase, or other exchanges and OTC desks.
● Proficiency in quantitative analysis tools such as Python, R, MATLAB, or VBA.
● Experience with databases and tools like SQL and Power BI is a plus.
● Advanced English for reading and drafting technical reports.
Candidate Profile:
● Strong analytical skills and critical thinking to handle large datasets and complex scenarios.
● Interest in and knowledge of the crypto ecosystem, including technological and regulatory trends.
● Ability to translate technical analyses into strategic insights for decision-makers.
● Excellent communication and teamwork skills, with a collaborative mindset to engage with multiple areas.
● Strong organization, proactiveness, and commitment to deadlines and quality deliverables
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