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 marketsTechnical 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