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Risk Manager, Quantitative (EMEA)
Crypto.com
Dubai, UAE
Full-time
Onsite
Discovered 1 weeks ago
Quantitative risk managementMargin methodologySPANValue at Risk (VaR)Portfolio marginingDerivatives pricing
Free
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Quantitative risk managementMargin methodologySPAN
Role Overview
Join Crypto.com’s global exchange team as a quantitative Risk Manager focused on models for FCM and clearing businesses.
Own the design, calibration, and validation of margin, pricing, and liquidation frameworks while contributing to daily risk monitoring, escalation, and reporting.
The role supports a fast-growing trading platform spanning traditional finance and digital markets.
Key Skills for This Role
Quantitative risk managementMargin methodologySPANValue at Risk (VaR)Portfolio marginingDerivatives pricing
Full Job Posting
Role overview
Join Crypto.com’s global exchange team as a quantitative Risk Manager focused on models for FCM and clearing businesses.
Own the design, calibration, and validation of margin, pricing, and liquidation frameworks while contributing to daily risk monitoring, escalation, and reporting.
The role supports a fast-growing trading platform spanning traditional finance and digital markets.
Responsibilities
- Own group-wide SPAN, VaR, and portfolio-margining methodology and benchmark models against clearing houses and exchanges.
- Develop, implement, and validate derivatives pricing models across equities, commodities, futures, perpetuals, options, and other asset classes.
- Backtest margin coverage and document model performance, assumptions, and limitations for regulatory and audit review.
- Build risk-model data pipelines and automated reporting with Python, SQL, and relational databases.
- Monitor portfolio exposure, leverage, margin utilization, concentration, liquidation, and other real-time and historical risks.
- Design automated liquidation logic that balances market risk and market impact during extreme volatility.
- Perform scenario analysis and stress testing across market conditions.
- Provide risk input for product onboarding, listing reviews, and reviews of risk parameters.
- Analyze derivatives-market microstructure and recalibrate models as conditions evolve.
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